+3.7%
MSFT vs CHYM
-19.7%
+23.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -1.5% |
| 7D | -1.0% | +3.4% | -4.5% | -1.6% |
| 30D | -2.7% | +12.0% | -14.7% | -4.4% |
| 3M | +22.1% | +102.4% | -80.3% | +9.2% |
| 6M | +20.6% | +52.7% | -32.1% | +11.0% |
| YTD | +2.3% | +37.3% | -35.0% | -5.3% |
| 1Y | -0.5% | +42.2% | -42.7% | -8.0% |
| All | +3.7% | -19.7% | +23.3% | -1.4% |
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