-12.0%
CHYM vs COO
-24.2%
+12.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -14.7% | +9.2% | -0.7% |
| 7D | -2.9% | -23.3% | +20.4% | +5.5% |
| 30D | +3.0% | -29.5% | +32.4% | +15.3% |
| 3M | +98.7% | -20.0% | +118.7% | +111.2% |
| 6M | +46.4% | -27.2% | +73.6% | +61.8% |
| YTD | +29.8% | -33.9% | +63.7% | +48.7% |
| 1Y | +40.5% | -19.9% | +60.4% | +57.1% |
| All | -12.0% | -24.2% | +12.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling