-12.5%
SPGI vs CHYM
+38.9%
-51.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +1.7% | -1.5% | -0.1% |
| 30D | +8.4% | +30.2% | -21.8% | +3.9% |
| 3M | +11.8% | +85.9% | -74.1% | +0.6% |
| 6M | +5.7% | +49.9% | -44.2% | -2.2% |
| YTD | -9.7% | +34.1% | -43.8% | -15.5% |
| 1Y | -12.5% | +37.0% | -49.5% | -18.4% |
| All | -12.5% | +38.9% | -51.3% | -18.4% |
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