+43.8%
UAL vs CHYM
-21.5%
+65.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | -16.1% | +30.2% | -46.4% | -22.0% |
| 3M | +6.1% | +85.9% | -79.8% | -11.0% |
| 6M | +10.8% | +49.9% | -39.1% | -3.0% |
| YTD | -0.4% | +34.1% | -34.5% | -11.5% |
| 1Y | +5.0% | +37.0% | -32.0% | -10.2% |
| All | +43.8% | -21.5% | +65.3% | +28.0% |
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