+72.6%
CSCO vs CHYM
-19.7%
+92.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | 0.0% |
| 7D | 0.0% | +3.4% | -3.4% | -0.2% |
| 30D | -10.7% | +12.0% | -22.7% | -11.1% |
| 3M | -8.7% | +102.4% | -111.1% | -11.7% |
| 6M | +44.9% | +52.7% | -7.8% | +41.6% |
| YTD | +44.1% | +37.3% | +6.9% | +40.5% |
| 1Y | +65.9% | +42.2% | +23.7% | +61.2% |
| All | +72.6% | -19.7% | +92.3% | +70.9% |
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