-12.0%
CHYM vs CAH
+54.2%
-66.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -5.5% |
| 7D | -2.9% | -5.1% | +2.2% | -3.3% |
| 30D | +3.0% | -1.8% | +4.7% | +2.9% |
| 3M | +98.7% | +9.4% | +89.4% | +100.9% |
| 6M | +46.4% | +9.2% | +37.2% | +47.5% |
| YTD | +29.8% | +15.7% | +14.1% | +32.4% |
| 1Y | +40.5% | +59.7% | -19.3% | +48.6% |
| All | -12.0% | +54.2% | -66.2% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling