+37.8%
CHYM vs CBOE
+20.5%
+17.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +0.7% |
| 7D | -2.3% | -5.8% | +3.6% | -3.0% |
| 30D | +4.4% | -3.1% | +7.6% | +4.1% |
| 3M | +91.3% | -4.8% | +96.1% | +93.9% |
| 6M | +44.0% | -0.6% | +44.5% | +42.0% |
| YTD | +31.1% | +12.8% | +18.3% | +26.0% |
| 1Y | +37.8% | +19.8% | +18.1% | +35.6% |
| All | +37.8% | +20.5% | +17.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling