-29.5%
PYPL vs CHYM
-19.7%
-9.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.9% | -8.8% | -3.6% |
| 7D | -4.3% | +3.4% | -7.7% | -5.2% |
| 30D | -11.5% | +12.0% | -23.5% | -14.0% |
| 3M | +26.1% | +102.4% | -76.3% | +4.7% |
| 6M | +13.7% | +52.7% | -39.0% | +0.2% |
| YTD | -9.8% | +37.3% | -47.1% | -18.9% |
| 1Y | -22.1% | +42.2% | -64.2% | -31.7% |
| All | -29.5% | -19.7% | -9.8% | -35.2% |
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