+25.0%
FLEX vs CHYM
+71.1%
-46.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.9% | -18.2% | -13.2% |
| 7D | -17.0% | +3.7% | -20.7% | -17.5% |
| 30D | -33.8% | +5.6% | -39.4% | -34.4% |
| 3M | -39.0% | +19.7% | -58.8% | -41.5% |
| 6M | -15.9% | +35.3% | -51.2% | -21.6% |
| YTD | +27.8% | +18.7% | +9.2% | +18.9% |
| 1Y | +25.0% | +67.8% | -42.8% | +2.7% |
| All | +25.0% | +71.1% | -46.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling