+14.5%
TSLA vs CHYM
-23.3%
+37.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.2% | -2.3% | +5.5% | +3.5% |
| 30D | +11.6% | +4.4% | +7.2% | +10.8% |
| 3M | -8.4% | +91.3% | -99.7% | -16.9% |
| 6M | -10.4% | +44.0% | -54.4% | -16.1% |
| YTD | -18.7% | +31.1% | -49.8% | -23.3% |
| 1Y | -0.9% | +37.8% | -38.8% | -8.2% |
| All | +14.5% | -23.3% | +37.8% | +2.7% |
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 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