+9.8%
O vs CHYM
-23.3%
+33.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.9% |
| 30D | -4.5% | +4.4% | -8.9% | -4.5% |
| 3M | -2.6% | +91.3% | -93.9% | -2.3% |
| 6M | -5.6% | +44.0% | -49.6% | -5.4% |
| YTD | +9.3% | +31.1% | -21.8% | +9.6% |
| 1Y | +4.3% | +37.8% | -33.5% | +3.9% |
| All | +9.8% | -23.3% | +33.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling