-11.1%
CHYM vs EFV
+36.9%
-48.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -0.3% |
| 7D | -2.3% | -0.8% | -1.4% | -1.3% |
| 30D | +4.4% | +0.6% | +3.8% | +3.7% |
| 3M | +91.3% | +7.5% | +83.8% | +74.9% |
| 6M | +44.0% | +13.0% | +31.0% | +25.0% |
| YTD | +31.1% | +18.3% | +12.8% | +2.9% |
| 1Y | +37.8% | +26.7% | +11.1% | -2.9% |
| All | -11.1% | +36.9% | -48.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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