+90.0%
GOOGL vs CHYM
-24.0%
+114.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.6% |
| 30D | -3.2% | +3.0% | -6.2% | -3.5% |
| 3M | -6.6% | +98.7% | -105.3% | -13.0% |
| 6M | +8.5% | +46.4% | -38.0% | +3.1% |
| YTD | +6.5% | +29.8% | -23.3% | +2.0% |
| 1Y | +39.4% | +40.5% | -1.0% | +32.5% |
| All | +90.0% | -24.0% | +114.0% | +86.3% |
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