-11.1%
CHYM vs CPB
-32.3%
+21.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -2.2% |
| 30D | +4.4% | -7.1% | +11.5% | +4.5% |
| 3M | +91.3% | -6.0% | +97.4% | +90.2% |
| 6M | +44.0% | -5.3% | +49.2% | +43.7% |
| YTD | +31.1% | -20.8% | +52.0% | +29.4% |
| 1Y | +37.8% | -33.8% | +71.7% | +34.0% |
| All | -11.1% | -32.3% | +21.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling