-12.7%
CMCSA vs CHYM
+38.9%
-51.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | +7.0% | +30.2% | -23.2% | +4.6% |
| 3M | +15.1% | +85.9% | -70.8% | +9.7% |
| 6M | -15.4% | +49.9% | -65.3% | -18.7% |
| YTD | -1.9% | +34.1% | -36.0% | -5.0% |
| 1Y | -12.7% | +37.0% | -49.7% | -18.3% |
| All | -12.7% | +38.9% | -51.6% | -18.3% |
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