-0.1%
V vs CHYM
-19.7%
+19.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.3% | -0.9% |
| 7D | -2.9% | +3.4% | -6.3% | -3.2% |
| 30D | +1.9% | +12.0% | -10.1% | +0.9% |
| 3M | +13.2% | +102.4% | -89.2% | +6.9% |
| 6M | +16.7% | +52.7% | -35.9% | +12.2% |
| YTD | +5.4% | +37.3% | -31.9% | +1.7% |
| 1Y | +7.7% | +42.2% | -34.5% | +3.6% |
| All | -0.1% | -19.7% | +19.5% | -0.8% |
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