+37.0%
CHYM vs EL
+14.8%
+22.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.5% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +30.2% | +19.8% | +10.4% | +23.2% |
| 3M | +85.9% | +25.7% | +60.2% | +73.0% |
| 6M | +49.9% | +5.4% | +44.5% | +44.6% |
| YTD | +34.1% | +0.2% | +33.9% | +27.1% |
| 1Y | +37.0% | +20.4% | +16.6% | +20.8% |
| All | +37.0% | +14.8% | +22.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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