-6.9%
CHYM vs CTAS
-8.6%
+1.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.2% | +7.0% |
| 7D | +3.4% | +1.0% | +2.4% | +2.9% |
| 30D | +12.0% | -1.1% | +13.1% | +12.5% |
| 3M | +102.4% | +11.5% | +90.9% | +88.3% |
| 6M | +52.7% | +0.2% | +52.5% | +54.2% |
| YTD | +37.3% | +7.2% | +30.1% | +31.8% |
| 1Y | +42.2% | 0.0% | +42.2% | +40.6% |
| All | -6.9% | -8.6% | +1.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling