-40.9%
SE vs CHYM
+38.9%
-79.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | -2.5% | +30.2% | -32.7% | -9.4% |
| 3M | +21.7% | +85.9% | -64.2% | +1.9% |
| 6M | +27.0% | +49.9% | -22.9% | +11.9% |
| YTD | -12.1% | +34.1% | -46.3% | -20.9% |
| 1Y | -40.9% | +37.0% | -77.9% | -47.5% |
| All | -40.9% | +38.9% | -79.8% | -47.5% |
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 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