+48.3%
COP vs CHYM
-24.9%
+73.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.4% |
| 7D | -0.8% | +2.1% | -2.9% | -0.8% |
| 30D | +15.6% | +11.0% | +4.6% | +16.0% |
| 3M | +14.3% | +83.9% | -69.6% | +17.2% |
| 6M | +17.0% | +45.3% | -28.4% | +19.9% |
| YTD | +47.4% | +28.4% | +19.1% | +51.0% |
| 1Y | +52.4% | +32.2% | +20.2% | +53.7% |
| All | +48.3% | -24.9% | +73.2% | +45.2% |
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