+163.8%
CIEN vs CHYM
+42.5%
+121.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.4% |
| 7D | +8.9% | -2.3% | +11.1% | +9.0% |
| 30D | -19.1% | +4.4% | -23.5% | -19.4% |
| 3M | -21.5% | +91.3% | -112.8% | -27.2% |
| 6M | +2.8% | +44.0% | -41.2% | -1.4% |
| YTD | +49.5% | +31.1% | +18.4% | +43.0% |
| 1Y | +163.8% | +37.8% | +126.0% | +147.6% |
| All | +163.8% | +42.5% | +121.3% | +147.6% |
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