-28.7%
SAP vs CHYM
-24.9%
-3.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.9% |
| 7D | -0.3% | +2.1% | -2.3% | -0.7% |
| 30D | +2.6% | +11.0% | -8.4% | +0.6% |
| 3M | +16.3% | +83.9% | -67.6% | +2.9% |
| 6M | +6.4% | +45.3% | -39.0% | -2.5% |
| YTD | -11.4% | +28.4% | -39.8% | -17.6% |
| 1Y | -20.4% | +32.2% | -52.6% | -26.9% |
| All | -28.7% | -24.9% | -3.8% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling