+10.9%
O vs CHYM
-19.7%
+30.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.9% | -8.4% | -1.4% |
| 7D | -2.3% | +3.4% | -5.7% | -2.2% |
| 30D | -2.4% | +12.0% | -14.4% | -2.3% |
| 3M | -0.6% | +102.4% | -103.0% | -0.2% |
| 6M | -5.0% | +52.7% | -57.7% | -4.7% |
| YTD | +10.4% | +37.3% | -26.9% | +10.7% |
| 1Y | +6.6% | +42.2% | -35.6% | +6.1% |
| All | +10.9% | -19.7% | +30.6% | +9.6% |
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