+7.3%
COF vs CHYM
-23.3%
+30.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -5.1% | -2.3% | -2.9% | -4.8% |
| 30D | -6.0% | +4.4% | -10.5% | -6.8% |
| 3M | +14.8% | +91.3% | -76.5% | +0.5% |
| 6M | +15.3% | +44.0% | -28.6% | +5.7% |
| YTD | -13.0% | +31.1% | -44.2% | -19.9% |
| 1Y | -5.7% | +37.8% | -43.6% | -15.0% |
| All | +7.3% | -23.3% | +30.6% | -1.3% |
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 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