-31.9%
CEG vs CHYM
+71.1%
-103.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -7.1% |
| 7D | -4.8% | +3.7% | -8.5% | -5.1% |
| 30D | -8.2% | +5.6% | -13.8% | -8.6% |
| 3M | -7.9% | +19.7% | -27.6% | -10.2% |
| 6M | -23.2% | +35.3% | -58.5% | -27.0% |
| YTD | -30.1% | +18.7% | -48.8% | -32.3% |
| 1Y | -31.9% | +67.8% | -99.7% | -39.7% |
| All | -31.9% | +71.1% | -103.0% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling