+77.8%
FDX vs CHYM
-24.9%
+102.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -2.4% |
| 7D | -3.3% | +2.1% | -5.4% | -3.4% |
| 30D | -1.4% | +11.0% | -12.4% | -1.9% |
| 3M | -4.5% | +83.9% | -88.4% | -7.7% |
| 6M | +9.4% | +45.3% | -35.9% | +6.2% |
| YTD | +36.0% | +28.4% | +7.6% | +32.0% |
| 1Y | +75.5% | +32.2% | +43.3% | +68.3% |
| All | +77.8% | -24.9% | +102.6% | +65.4% |
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