+10.2%
CVNA vs CHYM
+44.6%
-34.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.2% | -2.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | -2.4% | +3.0% | -5.4% | -3.3% |
| 3M | +4.5% | +98.7% | -94.2% | -18.5% |
| 6M | +10.2% | +46.4% | -36.2% | -5.8% |
| All | +10.2% | +44.6% | -34.4% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling