-12.3%
CHYM vs CVE
+99.9%
-112.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +15.4% | -10.0% | +25.4% | +14.3% |
| 30D | +8.2% | -11.9% | +20.0% | +7.0% |
| 3M | +5.5% | -5.9% | +11.4% | +5.0% |
| 6M | +76.6% | -1.6% | +78.2% | +76.9% |
| YTD | +29.3% | +66.3% | -37.0% | +27.6% |
| 1Y | +53.1% | +57.5% | -4.5% | +52.0% |
| All | -12.3% | +99.9% | -112.2% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling