+24.4%
XYZ vs CHYM
-19.7%
+44.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.9% | -7.8% | -2.9% |
| 7D | -3.7% | +3.4% | -7.1% | -4.7% |
| 30D | +0.5% | +12.0% | -11.5% | -2.6% |
| 3M | +16.3% | +102.4% | -86.1% | -8.1% |
| 6M | +21.1% | +52.7% | -31.5% | +3.4% |
| YTD | +22.0% | +37.3% | -15.3% | +5.9% |
| 1Y | +5.2% | +42.2% | -37.0% | -8.9% |
| All | +24.4% | -19.7% | +44.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling