-15.0%
CRCL vs CHYM
-23.3%
+8.3%
-80.9%
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% | -0.1% |
| 7D | -11.2% | -2.3% | -9.0% | -10.5% |
| 30D | +27.1% | +4.4% | +22.7% | +24.5% |
| 3M | +9.6% | +91.3% | -81.7% | -20.3% |
| 6M | -19.7% | +44.0% | -63.7% | -33.7% |
| YTD | +14.2% | +31.1% | -16.9% | -3.8% |
| 1Y | -32.2% | +37.8% | -70.1% | -46.9% |
| All | -15.0% | -23.3% | +8.3% | -42.7% |
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