+37.0%
CHYM vs ECL
+3.0%
+34.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -2.6% | +4.3% | +3.1% |
| 30D | +30.2% | -2.2% | +32.4% | +31.6% |
| 3M | +85.9% | +10.1% | +75.8% | +75.7% |
| 6M | +49.9% | -5.7% | +55.6% | +54.4% |
| YTD | +34.1% | +7.0% | +27.2% | +23.6% |
| 1Y | +37.0% | +2.7% | +34.4% | +28.3% |
| All | +37.0% | +3.0% | +34.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling