-11.1%
CHYM vs CLX
-26.6%
+15.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -2.3% | -5.7% | +3.4% | -1.9% |
| 30D | +4.4% | -17.0% | +21.5% | +5.6% |
| 3M | +91.3% | -9.7% | +101.0% | +92.3% |
| 6M | +44.0% | -19.8% | +63.8% | +43.9% |
| YTD | +31.1% | -9.8% | +41.0% | +29.4% |
| 1Y | +37.8% | -26.2% | +64.0% | +34.3% |
| All | -11.1% | -26.6% | +15.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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