+3.2%
CHYM vs CAI
-11.0%
+14.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.5% |
| 7D | -2.9% | -5.1% | +2.1% | -1.5% |
| 30D | +3.0% | +3.9% | -0.9% | +1.3% |
| 3M | +98.7% | +40.1% | +58.6% | +76.6% |
| 6M | +46.4% | +29.7% | +16.8% | +30.8% |
| YTD | +29.8% | -10.9% | +40.7% | +20.4% |
| 1Y | +40.5% | -28.0% | +68.5% | +30.8% |
| All | +3.2% | -11.0% | +14.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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