+47.3%
F vs CHYM
-21.5%
+68.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | +1.7% | +3.6% | +5.2% |
| 30D | +4.6% | +30.2% | -25.7% | +2.3% |
| 3M | -3.7% | +85.9% | -89.6% | -9.1% |
| 6M | +16.8% | +49.9% | -33.1% | +11.6% |
| YTD | +15.3% | +34.1% | -18.8% | +10.8% |
| 1Y | +31.0% | +37.0% | -6.0% | +23.0% |
| All | +47.3% | -21.5% | +68.8% | +36.6% |
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