-99.3%
DFNS vs CHYM
-24.9%
-74.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +2.2% |
| 7D | +0.8% | +2.1% | -1.3% | -1.2% |
| 30D | -73.2% | +11.0% | -84.3% | -75.3% |
| 3M | -72.4% | +83.9% | -156.3% | -80.8% |
| 6M | -95.2% | +45.3% | -140.6% | -96.4% |
| YTD | -98.0% | +28.4% | -126.4% | -98.4% |
| 1Y | -98.3% | +32.2% | -130.5% | -98.7% |
| All | -99.3% | -24.9% | -74.5% | -99.5% |
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