+13.9%
TSLA vs CHYM
-24.0%
+38.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.3% | -0.4% |
| 7D | -3.4% | -2.9% | -0.5% | -3.1% |
| 30D | +9.2% | +3.0% | +6.3% | +8.7% |
| 3M | -4.7% | +98.7% | -103.4% | -14.0% |
| 6M | -8.9% | +46.4% | -55.4% | -14.9% |
| YTD | -19.2% | +29.8% | -49.0% | -23.5% |
| 1Y | +4.5% | +40.5% | -35.9% | -3.0% |
| All | +13.9% | -24.0% | +38.0% | +2.3% |
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