-48.8%
SE vs CHYM
+71.1%
-119.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.9% | -1.5% | +3.2% |
| 7D | +6.7% | +3.7% | +2.9% | +5.8% |
| 30D | -17.2% | +5.6% | -22.8% | -18.3% |
| 3M | -28.0% | +19.7% | -47.8% | -32.2% |
| 6M | -6.1% | +35.3% | -41.4% | -15.3% |
| YTD | -37.1% | +18.7% | -55.8% | -42.0% |
| 1Y | -48.8% | +67.8% | -116.6% | -57.3% |
| All | -48.8% | +71.1% | -119.8% | -57.3% |
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 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