-11.1%
CHYM vs CFG
+78.0%
-89.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.1% |
| 7D | -2.3% | -0.4% | -1.8% | -2.0% |
| 30D | +4.4% | -4.6% | +9.1% | +7.8% |
| 3M | +91.3% | +6.7% | +84.6% | +78.2% |
| 6M | +44.0% | +22.1% | +21.9% | +18.9% |
| YTD | +31.1% | +23.2% | +7.9% | +7.6% |
| 1Y | +37.8% | +40.3% | -2.4% | +1.0% |
| All | -11.1% | +78.0% | -89.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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