-11.1%
CHYM vs CAH
+53.3%
-64.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -2.3% | -5.1% | +2.9% | -2.6% |
| 30D | +4.4% | +0.2% | +4.3% | +4.6% |
| 3M | +91.3% | +6.3% | +85.0% | +92.9% |
| 6M | +44.0% | +9.4% | +34.6% | +45.1% |
| YTD | +31.1% | +15.0% | +16.2% | +33.6% |
| 1Y | +37.8% | +55.4% | -17.6% | +45.7% |
| All | -11.1% | +53.3% | -64.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling