+50.9%
COP vs CHYM
-23.3%
+74.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | +2.3% | -2.3% | +4.6% | +2.2% |
| 30D | +8.6% | +4.4% | +4.2% | +8.8% |
| 3M | +19.9% | +91.3% | -71.4% | +22.9% |
| 6M | +19.0% | +44.0% | -25.0% | +22.1% |
| YTD | +50.0% | +31.1% | +18.9% | +53.7% |
| 1Y | +50.5% | +37.8% | +12.7% | +52.1% |
| All | +50.9% | -23.3% | +74.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling