+36.5%
GE vs CHYM
-19.7%
+56.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.9% | -9.8% | -3.4% |
| 7D | -1.2% | +3.4% | -4.7% | -1.5% |
| 30D | -11.3% | +12.0% | -23.3% | -12.1% |
| 3M | -1.4% | +102.4% | -103.8% | -8.1% |
| 6M | +1.2% | +52.7% | -51.5% | -3.8% |
| YTD | +5.9% | +37.3% | -31.3% | +0.9% |
| 1Y | +18.4% | +42.2% | -23.8% | +11.8% |
| All | +36.5% | -19.7% | +56.1% | +32.7% |
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 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