+19.2%
CB vs CHYM
-21.5%
+40.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | -3.1% | +30.2% | -33.4% | -3.1% |
| 3M | +9.0% | +85.9% | -77.0% | +9.0% |
| 6M | +2.9% | +49.9% | -47.1% | +2.8% |
| YTD | +10.1% | +34.1% | -24.0% | +10.3% |
| 1Y | +22.8% | +37.0% | -14.2% | +22.0% |
| All | +19.2% | -21.5% | +40.7% | +19.0% |
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 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