-11.1%
CHYM vs ZYBT
-77.3%
+66.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -2.3% | -3.7% | +1.5% | -2.3% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | +91.3% | +72.2% | +19.1% | +94.4% |
| 6M | +44.0% | +103.1% | -59.2% | +45.6% |
| YTD | +31.1% | +34.8% | -3.7% | +33.0% |
| 1Y | +37.8% | -83.2% | +121.0% | +39.9% |
| All | -11.1% | -77.3% | +66.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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