+25.2%
CVNA vs CHYM
+71.1%
-45.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +6.8% |
| 7D | +31.3% | +3.7% | +27.6% | +29.8% |
| 30D | +21.7% | +5.6% | +16.1% | +19.6% |
| 3M | +14.0% | +19.7% | -5.7% | +5.4% |
| 6M | +3.0% | +35.3% | -32.3% | -10.4% |
| YTD | -8.1% | +18.7% | -26.8% | -18.3% |
| 1Y | +25.2% | +67.8% | -42.6% | -3.9% |
| All | +25.2% | +71.1% | -45.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling