-11.1%
CHYM vs CMS
-0.4%
-10.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.7% |
| 7D | -2.3% | -1.9% | -0.3% | -3.0% |
| 30D | +4.4% | -4.1% | +8.5% | +2.7% |
| 3M | +91.3% | -7.1% | +98.4% | +87.3% |
| 6M | +44.0% | -10.1% | +54.0% | +40.1% |
| YTD | +31.1% | -1.7% | +32.8% | +29.3% |
| 1Y | +37.8% | -3.4% | +41.2% | +35.6% |
| All | -11.1% | -0.4% | -10.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CMS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling