+51.9%
CSX vs CHYM
-19.7%
+71.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -1.4% |
| 7D | -0.6% | +3.4% | -4.0% | -0.6% |
| 30D | -3.2% | +12.0% | -15.2% | -3.4% |
| 3M | +2.6% | +102.4% | -99.8% | +1.3% |
| 6M | +19.8% | +52.7% | -32.8% | +18.7% |
| YTD | +34.7% | +37.3% | -2.6% | +33.1% |
| 1Y | +52.1% | +42.2% | +10.0% | +49.4% |
| All | +51.9% | -19.7% | +71.5% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling