-12.3%
CHYM vs CVE
+99.3%
-111.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.9% |
| 7D | +14.0% | -10.1% | +24.1% | +12.9% |
| 30D | +8.1% | -12.1% | +20.3% | +6.9% |
| 3M | +11.8% | -1.9% | +13.7% | +11.7% |
| 6M | +76.6% | -1.8% | +78.4% | +76.8% |
| YTD | +29.2% | +65.8% | -36.5% | +27.5% |
| 1Y | +59.9% | +60.8% | -0.9% | +58.5% |
| All | -12.3% | +99.3% | -111.6% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling