-35.9%
CPRT vs CHYM
-19.7%
-16.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.9% | -8.7% | -2.4% |
| 7D | -0.4% | +3.4% | -3.8% | -0.7% |
| 30D | +8.2% | +12.0% | -3.7% | +7.1% |
| 3M | +2.3% | +102.4% | -100.1% | -5.2% |
| 6M | -14.7% | +52.7% | -67.4% | -19.1% |
| YTD | -18.2% | +37.3% | -55.5% | -22.3% |
| 1Y | -33.4% | +42.2% | -75.5% | -37.1% |
| All | -35.9% | -19.7% | -16.3% | -39.1% |
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