-1.9%
CCL vs CHYM
-23.3%
+21.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -3.2% | -2.3% | -1.0% | -2.9% |
| 30D | -17.8% | +4.4% | -22.2% | -18.7% |
| 3M | -18.7% | +91.3% | -110.0% | -31.4% |
| 6M | -11.4% | +44.0% | -55.4% | -20.9% |
| YTD | -24.3% | +31.1% | -55.4% | -32.1% |
| 1Y | -28.8% | +37.8% | -66.7% | -37.0% |
| All | -1.9% | -23.3% | +21.3% | -7.4% |
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