-11.1%
CHYM vs CG
-6.5%
-4.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.1% |
| 7D | -2.3% | -9.9% | +7.6% | +4.3% |
| 30D | +4.4% | -11.7% | +16.1% | +12.7% |
| 3M | +91.3% | -4.3% | +95.6% | +93.6% |
| 6M | +44.0% | -8.8% | +52.7% | +51.1% |
| YTD | +31.1% | -26.9% | +58.0% | +60.1% |
| 1Y | +37.8% | -35.4% | +73.3% | +75.4% |
| All | -11.1% | -6.5% | -4.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling