-12.0%
CHYM vs CFG
+75.9%
-87.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | -2.9% | -1.7% | -1.2% | -1.7% |
| 30D | +3.0% | -4.6% | +7.6% | +6.2% |
| 3M | +98.7% | +7.9% | +90.8% | +82.9% |
| 6M | +46.4% | +19.9% | +26.6% | +22.7% |
| YTD | +29.8% | +21.7% | +8.1% | +7.4% |
| 1Y | +40.5% | +38.4% | +2.0% | +3.8% |
| All | -12.0% | +75.9% | -87.9% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling