+37.8%
CHYM vs CAG
-18.8%
+56.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -2.3% | -5.7% | +3.4% | -2.8% |
| 30D | +4.4% | -2.4% | +6.8% | +4.3% |
| 3M | +91.3% | +9.8% | +81.5% | +94.1% |
| 6M | +44.0% | -10.8% | +54.8% | +41.2% |
| YTD | +31.1% | -10.8% | +41.9% | +24.9% |
| 1Y | +37.8% | -19.0% | +56.8% | +27.3% |
| All | +37.8% | -18.8% | +56.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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