-29.7%
SE vs CHYM
-19.7%
-10.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.9% | -11.0% | -5.5% |
| 7D | -3.6% | +3.4% | -7.0% | -4.4% |
| 30D | -5.3% | +12.0% | -17.3% | -7.6% |
| 3M | +28.1% | +102.4% | -74.3% | +8.1% |
| 6M | +20.7% | +52.7% | -32.0% | +7.7% |
| YTD | -14.8% | +37.3% | -52.1% | -22.7% |
| 1Y | -43.6% | +42.2% | -85.8% | -49.8% |
| All | -29.7% | -19.7% | -10.0% | -35.0% |
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