-12.9%
CHYM vs COO
-5.3%
-7.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.3% |
| 7D | +2.1% | -2.3% | +4.3% | +3.0% |
| 30D | +11.0% | -8.8% | +19.8% | +14.8% |
| 3M | +83.9% | +1.3% | +82.5% | +81.7% |
| 6M | +45.3% | -11.6% | +56.9% | +51.6% |
| YTD | +28.4% | -17.4% | +45.8% | +37.4% |
| 1Y | +32.2% | -1.6% | +33.8% | +38.0% |
| All | -12.9% | -5.3% | -7.6% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling