+52.7%
ROST vs CHYM
+71.1%
-18.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.9% | +0.2% | +5.8% |
| 7D | +7.8% | +3.7% | +4.1% | +7.6% |
| 30D | +8.6% | +5.6% | +3.0% | +8.3% |
| 3M | -1.9% | +19.7% | -21.6% | -2.8% |
| 6M | +9.1% | +35.3% | -26.1% | +8.1% |
| YTD | +37.2% | +18.7% | +18.6% | +36.2% |
| 1Y | +52.7% | +67.8% | -15.1% | +46.8% |
| All | +52.7% | +71.1% | -18.3% | +46.8% |
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