+55.1%
CSX vs CHYM
-21.5%
+76.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.4% |
| 30D | -3.1% | +30.2% | -33.3% | -3.4% |
| 3M | +7.2% | +85.9% | -78.7% | +6.0% |
| 6M | +16.2% | +49.9% | -33.7% | +15.1% |
| YTD | +37.5% | +34.1% | +3.4% | +36.0% |
| 1Y | +53.2% | +37.0% | +16.2% | +50.4% |
| All | +55.1% | -21.5% | +76.6% | +51.4% |
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