-9.1%
COST vs CHYM
-23.3%
+14.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -1.2% |
| 30D | -4.7% | +4.4% | -9.1% | -4.6% |
| 3M | -7.1% | +91.3% | -98.4% | -5.0% |
| 6M | -8.5% | +44.0% | -52.5% | -7.0% |
| YTD | +5.4% | +31.1% | -25.7% | +7.2% |
| 1Y | -5.6% | +37.8% | -43.5% | -4.2% |
| All | -9.1% | -23.3% | +14.1% | -8.2% |
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