-6.9%
CHYM vs CVE
+140.6%
-147.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +7.0% |
| 7D | +3.4% | +2.0% | +1.4% | +3.6% |
| 30D | +12.0% | +13.2% | -1.2% | +13.3% |
| 3M | +102.4% | +21.7% | +80.7% | +106.3% |
| 6M | +52.7% | +48.4% | +4.3% | +54.6% |
| YTD | +37.3% | +100.1% | -62.8% | +37.6% |
| 1Y | +42.2% | +107.8% | -65.7% | +46.5% |
| All | -6.9% | +140.6% | -147.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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