-29.5%
SAP vs CHYM
-19.7%
-9.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -2.4% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | +0.3% | +12.0% | -11.7% | -1.8% |
| 3M | +16.9% | +102.4% | -85.5% | +1.6% |
| 6M | +6.3% | +52.7% | -46.3% | -3.5% |
| YTD | -12.4% | +37.3% | -49.7% | -19.6% |
| 1Y | -21.6% | +42.2% | -63.8% | -28.9% |
| All | -29.5% | -19.7% | -9.8% | -34.3% |
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