-6.9%
CHYM vs EAT
+24.0%
-30.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.2% | +10.2% | +7.8% |
| 7D | +3.4% | -6.8% | +10.2% | +5.4% |
| 30D | +12.0% | -5.4% | +17.4% | +13.0% |
| 3M | +102.4% | +42.8% | +59.7% | +79.5% |
| 6M | +52.7% | +56.5% | -3.8% | +30.8% |
| YTD | +37.3% | +50.0% | -12.8% | +17.7% |
| 1Y | +42.2% | +38.3% | +3.9% | +28.2% |
| All | -6.9% | +24.0% | -30.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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