+23.0%
QQQ vs CHYM
+42.5%
-19.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.4% |
| 30D | -1.2% | +4.4% | -5.6% | -1.8% |
| 3M | -0.2% | +91.3% | -91.5% | -8.4% |
| 6M | +17.9% | +44.0% | -26.1% | +11.0% |
| YTD | +16.6% | +31.1% | -14.5% | +10.5% |
| 1Y | +23.0% | +37.8% | -14.9% | +15.5% |
| All | +23.0% | +42.5% | -19.6% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling