-12.0%
CHYM vs CMS
+0.3%
-12.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.7% |
| 7D | -2.9% | -1.3% | -1.6% | -3.4% |
| 30D | +3.0% | -2.8% | +5.7% | +1.8% |
| 3M | +98.7% | -7.1% | +105.8% | +94.6% |
| 6M | +46.4% | -10.0% | +56.5% | +42.7% |
| YTD | +29.8% | -0.9% | +30.7% | +28.4% |
| 1Y | +40.5% | -2.0% | +42.5% | +38.5% |
| All | -12.0% | +0.3% | -12.3% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling