-12.9%
CHYM vs AG
+148.1%
-161.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -4.1% |
| 7D | +2.1% | +4.5% | -2.4% | +1.2% |
| 30D | +11.0% | +12.9% | -1.8% | +8.4% |
| 3M | +83.9% | +20.9% | +62.9% | +76.1% |
| 6M | +45.3% | -19.5% | +64.9% | +48.0% |
| YTD | +28.4% | +24.8% | +3.6% | +18.6% |
| 1Y | +32.2% | +120.2% | -88.0% | +6.1% |
| All | -12.9% | +148.1% | -161.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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