+67.8%
CHYM vs COR
+5.5%
+62.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +2.0% | +5.7% |
| 7D | +3.7% | +9.1% | -5.4% | +3.3% |
| 30D | +5.6% | +12.4% | -6.8% | +5.1% |
| 3M | +19.7% | +15.8% | +3.9% | +19.9% |
| 6M | +35.3% | +17.1% | +18.2% | +36.8% |
| YTD | +18.7% | +5.4% | +13.2% | +23.2% |
| 1Y | +67.8% | +3.5% | +64.3% | +73.0% |
| All | +67.8% | +5.5% | +62.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling