+39.6%
LLY vs CHYM
-24.9%
+64.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | -3.1% | +2.1% | -5.2% | -3.3% |
| 30D | -5.1% | +11.0% | -16.1% | -5.7% |
| 3M | -2.1% | +83.9% | -85.9% | -5.8% |
| 6M | +13.8% | +45.3% | -31.5% | +10.2% |
| YTD | +5.1% | +28.4% | -23.3% | +2.2% |
| 1Y | +53.1% | +32.2% | +20.9% | +49.0% |
| All | +39.6% | -24.9% | +64.4% | +39.4% |
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