-9.0%
CHYM vs CF
+46.8%
-55.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | -0.1% |
| 7D | +1.7% | +6.0% | -4.3% | +2.5% |
| 30D | +30.2% | +14.8% | +15.4% | +32.5% |
| 3M | +85.9% | +14.1% | +71.8% | +89.2% |
| 6M | +49.9% | +28.5% | +21.4% | +47.1% |
| YTD | +34.1% | +74.9% | -40.8% | +25.8% |
| 1Y | +37.0% | +61.7% | -24.7% | +30.7% |
| All | -9.0% | +46.8% | -55.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling