-14.0%
IBM vs CHYM
-24.0%
+10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +3.0% | -1.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -1.8% | +3.0% | -4.8% | -2.3% |
| 3M | -13.5% | +98.7% | -112.2% | -23.0% |
| 6M | -5.1% | +46.4% | -51.5% | -11.8% |
| YTD | -19.4% | +29.8% | -49.2% | -24.9% |
| 1Y | -6.5% | +40.5% | -47.0% | -13.7% |
| All | -14.0% | -24.0% | +10.0% | -18.2% |
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