+158.6%
FLEX vs CHYM
-19.7%
+178.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.4% | -2.3% |
| 7D | +6.4% | +3.4% | +2.9% | +5.8% |
| 30D | -5.9% | +12.0% | -17.9% | -7.4% |
| 3M | -23.5% | +102.4% | -125.9% | -31.5% |
| 6M | +83.7% | +52.7% | +31.1% | +70.2% |
| YTD | +86.5% | +37.3% | +49.2% | +73.5% |
| 1Y | +100.5% | +42.2% | +58.3% | +81.8% |
| All | +158.6% | -19.7% | +178.3% | +135.0% |
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