-11.1%
CHYM vs COO
-24.6%
+13.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.3% | -22.5% | +20.3% | +5.8% |
| 30D | +4.4% | -29.7% | +34.2% | +17.0% |
| 3M | +91.3% | -20.1% | +111.4% | +103.4% |
| 6M | +44.0% | -26.9% | +70.9% | +58.9% |
| YTD | +31.1% | -34.2% | +65.3% | +50.4% |
| 1Y | +37.8% | -21.3% | +59.1% | +54.3% |
| All | -11.1% | -24.6% | +13.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling