-20.5%
SPGI vs CHYM
+42.5%
-63.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -7.1% |
| 30D | +0.4% | +4.4% | -4.1% | -0.3% |
| 3M | +5.3% | +91.3% | -86.0% | -5.7% |
| 6M | +1.7% | +44.0% | -42.3% | -5.3% |
| YTD | -16.4% | +31.1% | -47.5% | -21.6% |
| 1Y | -20.5% | +37.8% | -58.3% | -26.7% |
| All | -20.5% | +42.5% | -63.0% | -26.7% |
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