-9.9%
IR vs CHYM
+42.5%
-52.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.5% | -2.3% | -2.2% | -4.3% |
| 30D | -13.9% | +4.4% | -18.4% | -14.4% |
| 3M | -0.3% | +91.3% | -91.6% | -9.5% |
| 6M | -14.3% | +44.0% | -58.3% | -20.0% |
| YTD | -7.9% | +31.1% | -39.0% | -13.7% |
| 1Y | -9.9% | +37.8% | -47.7% | -16.7% |
| All | -9.9% | +42.5% | -52.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling