-12.0%
CHYM vs ED
+7.8%
-19.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -6.1% |
| 7D | -2.9% | -1.9% | -1.1% | -4.4% |
| 30D | +3.0% | +0.1% | +2.9% | +3.2% |
| 3M | +98.7% | 0.0% | +98.7% | +99.8% |
| 6M | +46.4% | -2.5% | +48.9% | +44.7% |
| YTD | +29.8% | +10.1% | +19.7% | +40.1% |
| 1Y | +40.5% | +13.6% | +26.9% | +53.6% |
| All | -12.0% | +7.8% | -19.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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