-69.3%
FISV vs CHYM
-23.3%
-46.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.2% |
| 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% | -14.0% |
| 6M | -11.8% | +44.0% | -55.8% | -18.3% |
| YTD | -23.2% | +31.1% | -54.3% | -28.3% |
| 1Y | -62.0% | +37.8% | -99.8% | -66.3% |
| All | -69.3% | -23.3% | -46.0% | -73.2% |
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