-12.9%
CHYM vs CVE
+138.6%
-151.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.0% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +11.0% | +17.5% | -6.5% | +12.6% |
| 3M | +83.9% | +16.2% | +67.7% | +87.0% |
| 6M | +45.3% | +47.8% | -2.4% | +47.0% |
| YTD | +28.4% | +98.5% | -70.1% | +28.6% |
| 1Y | +32.2% | +109.8% | -77.6% | +36.7% |
| All | -12.9% | +138.6% | -151.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling