-23.5%
CTSH vs CHYM
-24.9%
+1.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.1% |
| 7D | -5.5% | +2.1% | -7.5% | -5.8% |
| 30D | +4.5% | +11.0% | -6.5% | +2.9% |
| 3M | +13.7% | +83.9% | -70.2% | +2.6% |
| 6M | -8.4% | +45.3% | -53.7% | -14.5% |
| YTD | -26.5% | +28.4% | -54.9% | -30.7% |
| 1Y | -13.9% | +32.2% | -46.1% | -20.0% |
| All | -23.5% | -24.9% | +1.4% | -27.5% |
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