+36.5%
CHYM vs CP
+19.7%
+16.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -5.0% |
| 7D | -2.9% | -2.7% | -0.2% | -2.1% |
| 30D | +3.0% | -3.4% | +6.3% | +4.1% |
| 3M | +98.7% | -0.6% | +99.4% | +98.0% |
| 6M | +46.4% | +6.3% | +40.1% | +40.8% |
| YTD | +29.8% | +21.2% | +8.6% | +20.5% |
| All | +36.5% | +19.7% | +16.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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