+90.2%
GOOG vs CHYM
-23.3%
+113.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -2.0% | +4.4% | -6.4% | -2.4% |
| 3M | -5.9% | +91.3% | -97.2% | -12.0% |
| 6M | +8.9% | +44.0% | -35.1% | +3.7% |
| YTD | +7.1% | +31.1% | -24.0% | +2.5% |
| 1Y | +39.7% | +37.8% | +1.8% | +33.0% |
| All | +90.2% | -23.3% | +113.5% | +86.9% |
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 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