-18.8%
CMCSA vs CHYM
+57.4%
-76.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.9% | -13.5% | -7.3% |
| 7D | -8.3% | +3.4% | -11.7% | -8.6% |
| 30D | -2.4% | +12.0% | -14.4% | -3.6% |
| 3M | +4.5% | +102.4% | -97.9% | -2.9% |
| 6M | -18.8% | +52.7% | -71.4% | -23.5% |
| All | -18.8% | +57.4% | -76.2% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling