+23.8%
XYZ vs CHYM
-24.0%
+47.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.1% |
| 7D | -5.2% | -2.9% | -2.2% | -4.5% |
| 30D | 0.0% | +3.0% | -3.0% | -0.9% |
| 3M | +18.7% | +98.7% | -80.1% | -5.9% |
| 6M | +20.5% | +46.4% | -25.9% | +4.1% |
| YTD | +21.5% | +29.8% | -8.3% | +7.1% |
| 1Y | +7.2% | +40.5% | -33.2% | -6.9% |
| All | +23.8% | -24.0% | +47.9% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling