-6.9%
CHYM vs Z
-54.4%
+47.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.3% |
| 7D | +3.4% | -7.1% | +10.5% | +7.2% |
| 30D | +12.0% | -4.8% | +16.8% | +14.3% |
| 3M | +102.4% | -9.3% | +111.7% | +108.3% |
| 6M | +52.7% | -29.0% | +81.6% | +79.7% |
| YTD | +37.3% | -52.9% | +90.2% | +95.7% |
| 1Y | +42.2% | -63.1% | +105.3% | +123.3% |
| All | -6.9% | -54.4% | +47.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling