-27.4%
PYPL vs CHYM
-23.3%
-4.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | -9.0% | +4.4% | -13.5% | -10.2% |
| 3M | +30.6% | +91.3% | -60.7% | +9.8% |
| 6M | +18.6% | +44.0% | -25.4% | +5.9% |
| YTD | -7.2% | +31.1% | -38.3% | -15.6% |
| 1Y | -19.3% | +37.8% | -57.1% | -28.7% |
| All | -27.4% | -23.3% | -4.1% | -32.5% |
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