+37.5%
UAL vs CHYM
-24.0%
+61.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | +0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -15.7% | +3.0% | -18.7% | -16.4% |
| 3M | +3.6% | +98.7% | -95.1% | -14.8% |
| 6M | +16.9% | +46.4% | -29.5% | +2.8% |
| YTD | -4.8% | +29.8% | -34.6% | -14.8% |
| 1Y | -0.9% | +40.5% | -41.4% | -15.3% |
| All | +37.5% | -24.0% | +61.6% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling