-9.5%
DIS vs CHYM
-21.5%
+11.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.6% | +1.7% | -4.3% | -2.8% |
| 30D | +3.5% | +30.2% | -26.8% | -0.7% |
| 3M | +6.8% | +85.9% | -79.1% | -2.7% |
| 6M | +3.0% | +49.9% | -46.9% | -4.0% |
| YTD | -6.7% | +34.1% | -40.9% | -12.4% |
| 1Y | -10.1% | +37.0% | -47.1% | -16.1% |
| All | -9.5% | -21.5% | +11.9% | -12.3% |
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