+48.8%
CVS vs CHYM
-23.3%
+72.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.6% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | -0.1% | +4.4% | -4.5% | +0.1% |
| 3M | -5.2% | +91.3% | -96.5% | -4.0% |
| 6M | +26.9% | +44.0% | -17.1% | +28.0% |
| YTD | +22.1% | +31.1% | -9.0% | +23.4% |
| 1Y | +30.8% | +37.8% | -7.0% | +31.2% |
| All | +48.8% | -23.3% | +72.1% | +48.4% |
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 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