-6.9%
CHYM vs CLX
-25.0%
+18.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.1% |
| 7D | +3.4% | -4.9% | +8.3% | +3.7% |
| 30D | +12.0% | -15.8% | +27.8% | +13.1% |
| 3M | +102.4% | -7.9% | +110.3% | +103.1% |
| 6M | +52.7% | -19.0% | +71.7% | +52.1% |
| YTD | +37.3% | -7.9% | +45.2% | +35.3% |
| 1Y | +42.2% | -25.4% | +67.5% | +38.5% |
| All | -6.9% | -25.0% | +18.1% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling