-6.9%
CHYM vs CF
+52.1%
-59.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +7.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.3% |
| 30D | +12.0% | +14.3% | -2.3% | +13.9% |
| 3M | +102.4% | +27.9% | +74.5% | +108.3% |
| 6M | +52.7% | +25.5% | +27.1% | +52.3% |
| YTD | +37.3% | +81.2% | -43.9% | +29.3% |
| 1Y | +42.2% | +66.5% | -24.3% | +36.1% |
| All | -6.9% | +52.1% | -59.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling