+0.2%
CEG vs CHYM
-24.9%
+25.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | +6.7% | +2.1% | +4.6% | +6.4% |
| 30D | +11.0% | +11.0% | -0.1% | +9.6% |
| 3M | +19.5% | +83.9% | -64.4% | +9.6% |
| 6M | -5.9% | +45.3% | -51.2% | -10.9% |
| YTD | -15.0% | +28.4% | -43.3% | -18.6% |
| 1Y | +0.6% | +32.2% | -31.6% | -5.2% |
| All | +0.2% | -24.9% | +25.1% | -0.6% |
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 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