-6.9%
CHYM vs CCI
-20.1%
+13.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +8.0% | +7.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +12.0% | +2.1% | +9.9% | +11.6% |
| 3M | +102.4% | -17.8% | +120.2% | +109.5% |
| 6M | +52.7% | -14.2% | +66.9% | +54.6% |
| YTD | +37.3% | -13.3% | +50.6% | +38.0% |
| 1Y | +42.2% | -16.6% | +58.8% | +44.9% |
| All | -6.9% | -20.1% | +13.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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