-12.9%
CHYM vs CSGP
-63.0%
+50.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.5% |
| 7D | +2.1% | -5.1% | +7.2% | +4.3% |
| 30D | +11.0% | +0.3% | +10.7% | +10.5% |
| 3M | +83.9% | -9.1% | +93.0% | +89.3% |
| 6M | +45.3% | -37.3% | +82.6% | +82.8% |
| YTD | +28.4% | -54.9% | +83.2% | +90.4% |
| 1Y | +32.2% | -65.5% | +97.7% | +131.9% |
| All | -12.9% | -63.0% | +50.0% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling