-10.8%
TEAM vs CHYM
-19.7%
+8.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | -1.1% |
| 7D | -4.7% | +3.4% | -8.1% | -5.5% |
| 30D | +17.0% | +12.0% | +5.0% | +13.7% |
| 3M | +85.9% | +102.4% | -16.5% | +46.6% |
| 6M | +116.7% | +52.7% | +64.0% | +85.0% |
| YTD | +9.6% | +37.3% | -27.6% | -4.4% |
| 1Y | -2.5% | +42.2% | -44.7% | -16.9% |
| All | -10.8% | -19.7% | +8.8% | -20.6% |
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