+29.6%
XYZ vs CHYM
-21.5%
+51.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | -1.7% | +30.2% | -32.0% | -9.8% |
| 3M | +16.7% | +85.9% | -69.2% | -5.2% |
| 6M | +26.9% | +49.9% | -23.1% | +9.0% |
| YTD | +27.1% | +34.1% | -7.0% | +11.2% |
| 1Y | +9.3% | +37.0% | -27.8% | -4.2% |
| All | +29.6% | -21.5% | +51.1% | +23.9% |
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