-0.2%
V vs CHYM
-24.0%
+23.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.9% |
| 30D | +1.2% | +3.0% | -1.8% | +0.9% |
| 3M | +13.9% | +98.7% | -84.8% | +7.6% |
| 6M | +17.2% | +46.4% | -29.2% | +13.0% |
| YTD | +5.3% | +29.8% | -24.5% | +2.0% |
| 1Y | +9.5% | +40.5% | -31.0% | +5.5% |
| All | -0.2% | -24.0% | +23.9% | -0.4% |
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