+165.7%
FLEX vs CHYM
-23.3%
+189.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.1% |
| 7D | +5.7% | -2.3% | +8.0% | +6.0% |
| 30D | -7.0% | +4.4% | -11.5% | -7.7% |
| 3M | -23.8% | +91.3% | -115.1% | -31.3% |
| 6M | +82.6% | +44.0% | +38.7% | +70.4% |
| YTD | +91.6% | +31.1% | +60.5% | +79.4% |
| 1Y | +100.6% | +37.8% | +62.7% | +82.9% |
| All | +165.7% | -23.3% | +189.0% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling