-11.1%
CHYM vs ECL
+3.8%
-14.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -2.3% | -1.1% | -1.1% | -1.8% |
| 30D | +4.4% | -0.8% | +5.2% | +4.8% |
| 3M | +91.3% | +5.0% | +86.3% | +85.5% |
| 6M | +44.0% | +0.2% | +43.7% | +43.2% |
| YTD | +31.1% | +5.8% | +25.3% | +22.9% |
| 1Y | +37.8% | +1.5% | +36.3% | +31.5% |
| All | -11.1% | +3.8% | -14.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling