-12.0%
CHYM vs CAG
-26.6%
+14.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -5.8% |
| 7D | -2.9% | -5.9% | +3.0% | -3.7% |
| 30D | +3.0% | -1.5% | +4.5% | +2.9% |
| 3M | +98.7% | +11.5% | +87.3% | +102.9% |
| 6M | +46.4% | -15.7% | +62.1% | +40.6% |
| YTD | +29.8% | -10.2% | +40.0% | +24.7% |
| 1Y | +40.5% | -18.1% | +58.5% | +30.2% |
| All | -12.0% | -26.6% | +14.7% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling