+42.6%
UNP vs CHYM
+71.1%
-28.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.6% |
| 7D | +3.6% | +3.7% | -0.1% | +3.6% |
| 30D | +11.4% | +5.6% | +5.8% | +11.3% |
| 3M | +4.6% | +19.7% | -15.1% | +4.6% |
| 6M | +18.3% | +35.3% | -17.0% | +18.6% |
| YTD | +35.4% | +18.7% | +16.7% | +35.6% |
| 1Y | +42.6% | +67.8% | -25.2% | +40.0% |
| All | +42.6% | +71.1% | -28.5% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling