-10.7%
META vs CHYM
-21.5%
+10.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.7% | +5.0% | +6.4% |
| 30D | +4.8% | +30.2% | -25.5% | +0.2% |
| 3M | -1.6% | +85.9% | -87.5% | -11.3% |
| 6M | -7.5% | +49.9% | -57.4% | -14.6% |
| YTD | -6.4% | +34.1% | -40.5% | -12.8% |
| 1Y | -17.3% | +37.0% | -54.4% | -24.2% |
| All | -10.7% | -21.5% | +10.8% | -13.3% |
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