+31.5%
CB vs CHYM
-22.0%
+53.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.1% |
| 7D | +2.9% | +7.1% | -4.1% | +2.9% |
| 30D | +7.3% | +15.7% | -8.4% | +7.2% |
| 3M | +9.4% | +4.3% | +5.1% | +9.3% |
| 6M | +19.6% | +92.9% | -73.3% | +19.5% |
| YTD | +21.5% | +33.3% | -11.8% | +21.6% |
| 1Y | +28.0% | +74.8% | -46.8% | +27.5% |
| All | +31.5% | -22.0% | +53.5% | +31.2% |
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