+18.0%
CB vs CHYM
-23.3%
+41.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -1.0% |
| 30D | -1.5% | +4.4% | -5.9% | -1.5% |
| 3M | +3.5% | +91.3% | -87.8% | +3.5% |
| 6M | +5.4% | +44.0% | -38.5% | +5.4% |
| YTD | +9.0% | +31.1% | -22.1% | +9.2% |
| 1Y | +20.3% | +37.8% | -17.5% | +19.6% |
| All | +18.0% | -23.3% | +41.3% | +17.8% |
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