-6.9%
CHYM vs COR
+13.2%
-20.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.4% | +6.9% |
| 7D | +3.4% | -3.9% | +7.3% | +3.1% |
| 30D | +12.0% | -0.3% | +12.3% | +12.0% |
| 3M | +102.4% | +15.9% | +86.5% | +107.6% |
| 6M | +52.7% | -10.3% | +62.9% | +52.1% |
| YTD | +37.3% | -3.7% | +41.0% | +40.2% |
| 1Y | +42.2% | +9.1% | +33.1% | +52.4% |
| All | -6.9% | +13.2% | -20.1% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling