+174.5%
CIEN vs CHYM
+38.9%
+135.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -15.2% | +1.7% | -16.9% | -15.3% |
| 30D | -21.5% | +30.2% | -51.7% | -23.3% |
| 3M | -40.1% | +85.9% | -126.0% | -43.8% |
| 6M | -6.6% | +49.9% | -56.5% | -10.5% |
| YTD | +37.3% | +34.1% | +3.1% | +31.5% |
| 1Y | +174.5% | +37.0% | +137.5% | +152.6% |
| All | +174.5% | +38.9% | +135.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling