+351.3%
CIEN vs CHYM
-24.0%
+375.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | -13.7% | +3.0% | -16.6% | -14.0% |
| 3M | -23.0% | +98.7% | -121.8% | -29.9% |
| 6M | -0.8% | +46.4% | -47.3% | -5.9% |
| YTD | +43.1% | +29.8% | +13.3% | +36.5% |
| 1Y | +157.6% | +40.5% | +117.2% | +140.8% |
| All | +351.3% | -24.0% | +375.3% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling