-11.8%
FISV vs CHYM
+48.2%
-60.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.3% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | 0.0% | +4.4% | -4.4% | -0.8% |
| 3M | -2.8% | +91.3% | -94.1% | -14.6% |
| 6M | -11.8% | +44.0% | -55.8% | -16.2% |
| All | -11.8% | +48.2% | -60.0% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling