+17.8%
CB vs CHYM
-19.7%
+37.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | +0.3% |
| 7D | -0.5% | +3.4% | -3.9% | -0.5% |
| 30D | -3.1% | +12.0% | -15.1% | -3.1% |
| 3M | +4.2% | +102.4% | -98.2% | +4.2% |
| 6M | +4.7% | +52.7% | -48.0% | +4.6% |
| YTD | +8.8% | +37.3% | -28.4% | +9.0% |
| 1Y | +22.6% | +42.2% | -19.6% | +21.8% |
| All | +17.8% | -19.7% | +37.5% | +17.6% |
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