-12.0%
CHYM vs CP
+11.2%
-23.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -5.0% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | +3.0% | -3.4% | +6.3% | +4.0% |
| 3M | +98.7% | -0.6% | +99.4% | +98.2% |
| 6M | +46.4% | +6.3% | +40.1% | +41.8% |
| YTD | +29.8% | +21.2% | +8.6% | +22.1% |
| 1Y | +40.5% | +20.0% | +20.4% | +30.1% |
| All | -12.0% | +11.2% | -23.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling