-11.1%
CHYM vs ZS
-45.2%
+34.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.3% | -3.1% | +0.8% | -1.2% |
| 30D | +4.4% | -7.2% | +11.6% | +6.5% |
| 3M | +91.3% | +30.5% | +60.8% | +75.8% |
| 6M | +44.0% | +7.0% | +37.0% | +32.5% |
| YTD | +31.1% | -26.8% | +58.0% | +38.5% |
| 1Y | +37.8% | -42.6% | +80.4% | +56.5% |
| All | -11.1% | -45.2% | +34.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 5y: compounded portfolio wealth divided by compounded ZS 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…
5y analysis · Full analysis span regression · 6 months rolling