-11.1%
CHYM vs DG
+14.4%
-25.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -2.3% | -6.5% | +4.2% | +0.3% |
| 30D | +4.4% | +4.2% | +0.3% | +2.5% |
| 3M | +91.3% | +9.5% | +81.8% | +83.1% |
| 6M | +44.0% | -13.1% | +57.1% | +47.5% |
| YTD | +31.1% | -4.8% | +35.9% | +29.4% |
| 1Y | +37.8% | +20.6% | +17.2% | +23.4% |
| All | -11.1% | +14.4% | -25.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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