-5.9%
SAP vs CHYM
+71.1%
-77.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +3.0% |
| 7D | +1.3% | +3.7% | -2.4% | +0.5% |
| 30D | +15.5% | +5.6% | +10.0% | +14.1% |
| 3M | +22.8% | +19.7% | +3.1% | +16.5% |
| 6M | +42.5% | +35.3% | +7.2% | +30.0% |
| YTD | +0.5% | +18.7% | -18.1% | -6.3% |
| 1Y | -5.9% | +67.8% | -73.8% | -16.2% |
| All | -5.9% | +71.1% | -77.0% | -16.2% |
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 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