+26.1%
VZ vs CHYM
-21.5%
+47.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +7.9% | +30.2% | -22.3% | +8.6% |
| 3M | +13.6% | +85.9% | -72.3% | +15.8% |
| 6M | +1.1% | +49.9% | -48.8% | +2.5% |
| YTD | +29.3% | +34.1% | -4.8% | +31.4% |
| 1Y | +21.2% | +37.0% | -15.8% | +22.9% |
| All | +26.1% | -21.5% | +47.6% | +28.1% |
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