+53.8%
CSX vs CHYM
-24.9%
+78.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.8% |
| 7D | +0.6% | +2.1% | -1.4% | +0.6% |
| 30D | -2.3% | +11.0% | -13.3% | -2.4% |
| 3M | +4.3% | +83.9% | -79.6% | +3.1% |
| 6M | +23.4% | +45.3% | -22.0% | +22.3% |
| YTD | +36.4% | +28.4% | +8.0% | +35.0% |
| 1Y | +53.0% | +32.2% | +20.8% | +50.4% |
| All | +53.8% | -24.9% | +78.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling