+14.1%
QCOM vs CHYM
-19.7%
+33.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.6% | +0.6% |
| 7D | +4.4% | +3.4% | +0.9% | +3.9% |
| 30D | +9.4% | +12.0% | -2.6% | +8.0% |
| 3M | -13.7% | +102.4% | -116.1% | -21.1% |
| 6M | +28.9% | +52.7% | -23.8% | +20.9% |
| YTD | +4.7% | +37.3% | -32.5% | -0.9% |
| 1Y | +13.5% | +42.2% | -28.7% | +5.2% |
| All | +14.1% | -19.7% | +33.8% | +6.9% |
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