+54.0%
CSX vs CHYM
-24.0%
+78.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | -1.5% | +3.0% | -4.5% | -1.6% |
| 3M | +6.0% | +98.7% | -92.8% | +4.6% |
| 6M | +20.6% | +46.4% | -25.9% | +19.5% |
| YTD | +36.5% | +29.8% | +6.7% | +35.1% |
| 1Y | +55.0% | +40.5% | +14.5% | +52.4% |
| All | +54.0% | -24.0% | +78.0% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling