+48.9%
CIEN vs CHYM
+71.1%
-22.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -9.5% |
| 7D | -25.0% | +3.7% | -28.8% | -25.1% |
| 30D | -30.1% | +5.6% | -35.7% | -30.3% |
| 3M | -33.8% | +19.7% | -53.5% | -35.2% |
| 6M | -49.4% | +35.3% | -84.7% | -51.2% |
| YTD | +16.4% | +18.7% | -2.3% | +11.2% |
| 1Y | +48.9% | +67.8% | -18.9% | +27.3% |
| All | +48.9% | +71.1% | -22.2% | +27.3% |
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