-4.6%
CEG vs CHYM
-23.3%
+18.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -4.8% | -2.3% | -2.5% | -4.5% |
| 30D | +2.3% | +4.4% | -2.1% | +1.8% |
| 3M | +15.6% | +91.3% | -75.7% | +5.5% |
| 6M | -5.0% | +44.0% | -49.0% | -9.9% |
| YTD | -19.0% | +31.1% | -50.1% | -22.7% |
| 1Y | -10.0% | +37.8% | -47.8% | -15.5% |
| All | -4.6% | -23.3% | +18.7% | -5.6% |
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 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