-11.2%
META vs CHYM
-24.9%
+13.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.1% |
| 7D | +6.0% | +2.1% | +4.0% | +5.7% |
| 30D | +3.6% | +11.0% | -7.4% | +1.9% |
| 3M | +4.9% | +83.9% | -79.0% | -5.3% |
| 6M | -4.7% | +45.3% | -50.0% | -11.6% |
| YTD | -6.9% | +28.4% | -35.3% | -12.6% |
| 1Y | -18.2% | +32.2% | -50.4% | -24.6% |
| All | -11.2% | -24.9% | +13.7% | -13.2% |
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