-9.6%
CHYM vs CASY
+43.0%
-52.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.8% |
| 7D | +7.1% | +3.6% | +3.5% | +8.0% |
| 30D | +15.7% | +9.1% | +6.6% | +18.2% |
| 3M | +4.3% | -16.5% | +20.8% | +0.4% |
| 6M | +92.9% | -19.7% | +112.6% | +89.5% |
| YTD | +33.3% | +29.3% | +4.0% | +33.3% |
| 1Y | +74.8% | +33.1% | +41.7% | +72.6% |
| All | -9.6% | +43.0% | -52.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling