+49.0%
CORZ vs CHYM
-19.7%
+68.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -5.0% |
| 7D | +7.6% | +3.4% | +4.2% | +6.6% |
| 30D | -6.9% | +12.0% | -18.9% | -9.6% |
| 3M | -33.0% | +102.4% | -135.4% | -46.1% |
| 6M | +19.3% | +52.7% | -33.3% | +4.0% |
| YTD | +24.2% | +37.3% | -13.0% | +10.6% |
| 1Y | +24.5% | +42.2% | -17.7% | +9.4% |
| All | +49.0% | -19.7% | +68.7% | +49.0% |
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 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