-12.9%
CHYM vs CMS
+2.0%
-14.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.1% |
| 7D | +2.1% | +1.2% | +0.8% | +2.5% |
| 30D | +11.0% | -3.2% | +14.2% | +9.7% |
| 3M | +83.9% | -2.2% | +86.1% | +83.5% |
| 6M | +45.3% | -9.4% | +54.8% | +42.3% |
| YTD | +28.4% | +0.7% | +27.7% | +27.8% |
| 1Y | +32.2% | +0.4% | +31.8% | +31.0% |
| All | -12.9% | +2.0% | -14.9% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling