-11.1%
CHYM vs EIX
+21.0%
-32.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.8% |
| 7D | -2.3% | -1.4% | -0.9% | -2.4% |
| 30D | +4.4% | -19.3% | +23.7% | +3.2% |
| 3M | +91.3% | -21.7% | +113.0% | +88.5% |
| 6M | +44.0% | -19.8% | +63.8% | +41.0% |
| YTD | +31.1% | -3.0% | +34.2% | +21.2% |
| 1Y | +37.8% | +5.1% | +32.7% | +23.8% |
| All | -11.1% | +21.0% | -32.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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