+122.7%
FIX vs CHYM
-22.0%
+144.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +9.4% | +7.1% | +2.3% | +8.8% |
| 30D | -27.8% | +15.7% | -43.5% | -28.7% |
| 3M | -35.6% | +4.3% | -39.8% | -35.9% |
| 6M | -45.2% | +92.9% | -138.2% | -50.6% |
| YTD | +19.5% | +33.3% | -13.8% | +12.7% |
| 1Y | +24.2% | +74.8% | -50.6% | +12.4% |
| All | +122.7% | -22.0% | +144.7% | +101.8% |
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