-11.1%
CHYM vs CTAS
-7.9%
-3.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | +4.4% | -0.7% | +5.2% | +4.7% |
| 3M | +91.3% | +11.1% | +80.2% | +78.6% |
| 6M | +44.0% | +2.1% | +41.8% | +43.6% |
| YTD | +31.1% | +8.0% | +23.1% | +25.5% |
| 1Y | +37.8% | -0.5% | +38.3% | +36.6% |
| All | -11.1% | -7.9% | -3.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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