-80.9%
FIG vs CHYM
+2.3%
-83.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.9% | -10.2% | -5.3% |
| 7D | -14.5% | +3.4% | -17.9% | -15.4% |
| 30D | -13.3% | +12.0% | -25.3% | -16.4% |
| 3M | +7.4% | +102.4% | -95.0% | -17.6% |
| 6M | -27.8% | +52.7% | -80.5% | -39.5% |
| YTD | -41.1% | +37.3% | -78.4% | -49.4% |
| 1Y | -58.7% | +42.2% | -100.9% | -65.9% |
| All | -80.9% | +2.3% | -83.3% | -85.2% |
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