-7.0%
META vs CHYM
-24.3%
+17.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +15.4% | -12.1% | +1.0% |
| 30D | -10.8% | +8.2% | -18.9% | -11.9% |
| 3M | +7.9% | +5.5% | +2.4% | +6.7% |
| 6M | +5.4% | +76.6% | -71.2% | -4.6% |
| YTD | -2.6% | +29.3% | -31.9% | -8.9% |
| 1Y | +1.9% | +53.1% | -51.2% | -7.7% |
| All | -7.0% | -24.3% | +17.3% | -9.5% |
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 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