-6.9%
CHYM vs CMS
+1.1%
-8.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +6.6% |
| 7D | +3.4% | +0.2% | +3.3% | +3.5% |
| 30D | +12.0% | -1.3% | +13.3% | +11.4% |
| 3M | +102.4% | -5.4% | +107.8% | +99.6% |
| 6M | +52.7% | -10.3% | +63.0% | +48.9% |
| YTD | +37.3% | -0.2% | +37.5% | +36.2% |
| 1Y | +42.2% | -0.9% | +43.0% | +40.5% |
| All | -6.9% | +1.1% | -8.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling