-12.0%
CHYM vs ZCMD
-99.9%
+87.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +3.0% | -19.8% | +22.8% | +3.0% |
| 3M | +98.7% | -62.1% | +160.8% | +98.3% |
| 6M | +46.4% | -99.5% | +145.9% | +52.9% |
| YTD | +29.8% | -99.7% | +129.5% | +41.1% |
| 1Y | +40.5% | -99.9% | +140.3% | +59.1% |
| All | -12.0% | -99.9% | +87.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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