+76.5%
FDX vs CHYM
-24.0%
+100.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +1.1% |
| 7D | -3.9% | -2.9% | -0.9% | -3.7% |
| 30D | -3.3% | +3.0% | -6.3% | -3.5% |
| 3M | -2.0% | +98.7% | -100.7% | -5.6% |
| 6M | +8.0% | +46.4% | -38.4% | +4.8% |
| YTD | +35.0% | +29.8% | +5.2% | +30.9% |
| 1Y | +73.7% | +40.5% | +33.2% | +66.7% |
| All | +76.5% | -24.0% | +100.5% | +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 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