+223.1%
FIX vs CHYM
-19.7%
+242.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.9% | -9.0% | -2.8% |
| 7D | +3.5% | +3.4% | +0.1% | +3.1% |
| 30D | -3.5% | +12.0% | -15.5% | -4.9% |
| 3M | -11.8% | +102.4% | -114.2% | -20.9% |
| 6M | +17.8% | +52.7% | -34.9% | +9.7% |
| YTD | +73.3% | +37.3% | +36.0% | +62.8% |
| 1Y | +128.1% | +42.2% | +85.9% | +106.4% |
| All | +223.1% | -19.7% | +242.8% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling