-9.0%
CHYM vs CVE
+132.7%
-141.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | +1.7% | +2.5% | -0.8% | +1.9% |
| 30D | +30.2% | +16.7% | +13.5% | +32.0% |
| 3M | +85.9% | +9.3% | +76.6% | +88.1% |
| 6M | +49.9% | +43.6% | +6.3% | +51.3% |
| YTD | +34.1% | +93.6% | -59.5% | +34.0% |
| 1Y | +37.0% | +98.8% | -61.7% | +40.2% |
| All | -9.0% | +132.7% | -141.7% | +0.9% |
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