+93.3%
GOOGL vs CHYM
-23.3%
+116.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -1.4% | +4.4% | -5.8% | -1.9% |
| 3M | -5.3% | +91.3% | -96.6% | -11.5% |
| 6M | +9.8% | +44.0% | -34.2% | +4.5% |
| YTD | +8.4% | +31.1% | -22.8% | +3.7% |
| 1Y | +41.2% | +37.8% | +3.3% | +34.4% |
| All | +93.3% | -23.3% | +116.6% | +89.4% |
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