-11.1%
CHYM vs EL
+43.2%
-54.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -2.3% | -6.5% | +4.2% | -0.5% |
| 30D | +4.4% | +11.1% | -6.7% | +1.2% |
| 3M | +91.3% | +10.7% | +80.6% | +85.2% |
| 6M | +44.0% | +6.9% | +37.1% | +38.8% |
| YTD | +31.1% | -6.3% | +37.4% | +28.5% |
| 1Y | +37.8% | +13.5% | +24.4% | +27.5% |
| All | -11.1% | +43.2% | -54.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling