-12.9%
CHYM vs CP
+14.1%
-27.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +2.1% | +2.4% | -0.4% | +1.4% |
| 30D | +11.0% | -0.5% | +11.6% | +11.2% |
| 3M | +83.9% | +1.4% | +82.5% | +82.4% |
| 6M | +45.3% | +10.3% | +35.0% | +39.2% |
| YTD | +28.4% | +24.3% | +4.1% | +19.9% |
| 1Y | +32.2% | +20.4% | +11.8% | +21.6% |
| All | -12.9% | +14.1% | -27.0% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling