-4.9%
SHOP vs CHYM
+71.1%
-76.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.9% | +1.4% | +4.8% |
| 7D | -9.0% | +3.7% | -12.7% | -10.3% |
| 30D | -4.4% | +5.6% | -10.0% | -6.5% |
| 3M | +24.1% | +19.7% | +4.4% | +12.1% |
| 6M | +20.0% | +35.3% | -15.3% | +0.8% |
| YTD | -4.9% | +18.7% | -23.6% | -18.3% |
| 1Y | -4.9% | +67.8% | -72.7% | -24.4% |
| All | -4.9% | +71.1% | -76.0% | -24.4% |
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