+74.8%
ROST vs CHYM
-23.3%
+98.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | +0.2% | -2.3% | +2.5% | +0.3% |
| 30D | -6.9% | +4.4% | -11.3% | -7.0% |
| 3M | -3.3% | +91.3% | -94.6% | -5.9% |
| 6M | +9.0% | +44.0% | -34.9% | +7.4% |
| YTD | +28.9% | +31.1% | -2.2% | +27.2% |
| 1Y | +54.0% | +37.8% | +16.1% | +49.9% |
| All | +74.8% | -23.3% | +98.0% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling