-12.0%
CHYM vs CPB
-32.5%
+20.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -5.4% |
| 7D | -2.9% | -5.4% | +2.5% | -2.9% |
| 30D | +3.0% | -7.8% | +10.8% | +3.0% |
| 3M | +98.7% | -6.9% | +105.7% | +97.5% |
| 6M | +46.4% | -12.2% | +58.6% | +45.2% |
| YTD | +29.8% | -21.1% | +50.9% | +28.2% |
| 1Y | +40.5% | -33.5% | +74.0% | +36.7% |
| All | -12.0% | -32.5% | +20.5% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling