-11.1%
CHYM vs DBX
+25.6%
-36.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.5% |
| 7D | -2.3% | +2.1% | -4.3% | -2.9% |
| 30D | +4.4% | +5.7% | -1.3% | +2.4% |
| 3M | +91.3% | +31.8% | +59.5% | +72.8% |
| 6M | +44.0% | +37.5% | +6.5% | +26.3% |
| YTD | +31.1% | +27.9% | +3.2% | +17.3% |
| 1Y | +37.8% | +15.0% | +22.8% | +26.1% |
| All | -11.1% | +25.6% | -36.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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