-23.4%
CTSH vs CHYM
-23.3%
-0.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | -3.7% | -2.3% | -1.5% | -3.4% |
| 30D | +3.7% | +4.4% | -0.7% | +2.9% |
| 3M | +17.9% | +91.3% | -73.4% | +5.6% |
| 6M | -2.6% | +44.0% | -46.6% | -9.0% |
| YTD | -26.4% | +31.1% | -57.5% | -30.9% |
| 1Y | -13.0% | +37.8% | -50.9% | -19.6% |
| All | -23.4% | -23.3% | -0.2% | -27.7% |
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