-2.5%
T vs CHYM
-23.3%
+20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.0% |
| 7D | +1.5% | -2.3% | +3.7% | +1.4% |
| 30D | +7.5% | +4.4% | +3.0% | +7.6% |
| 3M | +14.8% | +91.3% | -76.5% | +17.8% |
| 6M | -1.7% | +44.0% | -45.7% | -0.2% |
| YTD | +8.7% | +31.1% | -22.4% | +10.8% |
| 1Y | -7.5% | +37.8% | -45.3% | -5.6% |
| All | -2.5% | -23.3% | +20.7% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling