-6.9%
CHYM vs CSGP
-63.9%
+57.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.4% | +8.0% |
| 7D | +3.4% | -5.4% | +8.8% | +5.7% |
| 30D | +12.0% | -6.0% | +18.0% | +14.5% |
| 3M | +102.4% | -12.8% | +115.2% | +112.2% |
| 6M | +52.7% | -38.9% | +91.6% | +93.9% |
| YTD | +37.3% | -56.0% | +93.3% | +105.6% |
| 1Y | +42.2% | -66.4% | +108.6% | +152.0% |
| All | -6.9% | -63.9% | +57.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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