-12.3%
CHYM vs CSGP
-63.0%
+50.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.1% |
| 7D | +15.4% | -3.2% | +18.6% | +16.6% |
| 30D | +8.2% | +2.2% | +6.0% | +5.6% |
| 3M | +5.5% | -3.7% | +9.1% | +5.1% |
| 6M | +76.6% | -7.4% | +84.1% | +77.0% |
| YTD | +29.3% | -54.9% | +84.2% | +88.9% |
| 1Y | +53.1% | -54.9% | +107.9% | +123.0% |
| All | -12.3% | -63.0% | +50.7% | +38.3% |
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