-10.7%
IR vs CHYM
-19.7%
+8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.9% | -9.0% | -2.9% |
| 7D | -1.9% | +3.4% | -5.3% | -2.3% |
| 30D | -15.0% | +12.0% | -27.0% | -16.2% |
| 3M | -0.4% | +102.4% | -102.8% | -9.8% |
| 6M | -15.0% | +52.7% | -67.7% | -20.9% |
| YTD | -7.1% | +37.3% | -44.3% | -12.9% |
| 1Y | -7.5% | +42.2% | -49.7% | -14.2% |
| All | -10.7% | -19.7% | +8.9% | -14.5% |
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