-11.1%
CHYM vs COR
+12.5%
-23.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | -2.8% | +0.6% | -2.5% |
| 30D | +4.4% | +2.6% | +1.9% | +4.7% |
| 3M | +91.3% | +14.5% | +76.8% | +95.9% |
| 6M | +44.0% | -7.8% | +51.8% | +44.2% |
| YTD | +31.1% | -4.2% | +35.3% | +33.9% |
| 1Y | +37.8% | +7.0% | +30.8% | +47.1% |
| All | -11.1% | +12.5% | -23.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling