+50.3%
CSX vs CHYM
+57.5%
-7.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -0.3% | +10.7% | -11.0% | -0.5% |
| 30D | +8.7% | +8.6% | +0.1% | +8.5% |
| 3M | +4.2% | +4.3% | 0.0% | +4.1% |
| 6M | +16.7% | +81.5% | -64.8% | +14.5% |
| YTD | +44.5% | +31.4% | +13.1% | +41.3% |
| 1Y | +50.3% | +62.2% | -12.0% | +40.3% |
| All | +50.3% | +57.5% | -7.2% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling