+4.6%
TSLA vs CHYM
+38.9%
-34.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.2% |
| 30D | +10.1% | +30.2% | -20.1% | +4.4% |
| 3M | -15.4% | +85.9% | -101.3% | -25.2% |
| 6M | -12.8% | +49.9% | -62.7% | -20.3% |
| YTD | -21.3% | +34.1% | -55.4% | -26.6% |
| 1Y | +4.6% | +37.0% | -32.4% | -3.7% |
| All | +4.6% | +38.9% | -34.3% | -3.7% |
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