+37.0%
CHYM vs COR
+12.8%
+24.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | +1.7% | +2.8% | -1.1% | +1.8% |
| 30D | +30.2% | +4.5% | +25.7% | +30.6% |
| 3M | +85.9% | +22.7% | +63.2% | +90.6% |
| 6M | +49.9% | -9.7% | +59.6% | +51.2% |
| YTD | +34.1% | -1.4% | +35.6% | +38.3% |
| 1Y | +37.0% | +13.9% | +23.1% | +41.2% |
| All | +37.0% | +12.8% | +24.2% | +41.2% |
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