+35.0%
JPM vs CHYM
-24.0%
+59.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -2.1% |
| 30D | -2.3% | +3.0% | -5.3% | -2.6% |
| 3M | +14.9% | +98.7% | -83.8% | +7.3% |
| 6M | +23.6% | +46.4% | -22.8% | +18.7% |
| YTD | +11.3% | +29.8% | -18.5% | +7.5% |
| 1Y | +19.9% | +40.5% | -20.6% | +14.7% |
| All | +35.0% | -24.0% | +59.0% | +32.8% |
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