-19.4%
CMCSA vs CHYM
-24.0%
+4.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.7% |
| 7D | -5.6% | -2.9% | -2.6% | -5.4% |
| 30D | -1.9% | +3.0% | -4.8% | -2.2% |
| 3M | +6.4% | +98.7% | -92.3% | +1.4% |
| 6M | -16.9% | +46.4% | -63.4% | -19.8% |
| YTD | -6.8% | +29.8% | -36.6% | -9.4% |
| 1Y | -15.9% | +40.5% | -56.4% | -19.4% |
| All | -19.4% | -24.0% | +4.6% | -21.0% |
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