+76.6%
FDX vs CHYM
-23.3%
+99.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.3% | -2.3% | -1.0% | -3.2% |
| 30D | -4.5% | +4.4% | -9.0% | -4.8% |
| 3M | -7.3% | +91.3% | -98.7% | -10.6% |
| 6M | +7.5% | +44.0% | -36.4% | +4.3% |
| YTD | +35.1% | +31.1% | +4.0% | +30.9% |
| 1Y | +71.4% | +37.8% | +33.6% | +64.3% |
| All | +76.6% | -23.3% | +99.8% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling