+70.3%
U vs CHYM
-19.7%
+89.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -3.9% |
| 7D | +4.4% | +3.4% | +1.0% | +2.4% |
| 30D | -1.3% | +12.0% | -13.3% | -7.2% |
| 3M | +49.6% | +102.4% | -52.8% | +3.1% |
| 6M | +100.2% | +52.7% | +47.5% | +57.1% |
| YTD | -3.7% | +37.3% | -41.0% | -20.3% |
| 1Y | -6.5% | +42.2% | -48.7% | -25.9% |
| All | +70.3% | -19.7% | +89.9% | +47.5% |
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