-6.9%
CHYM vs EL
+45.7%
-52.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.9% | +9.8% | +7.7% |
| 7D | +3.4% | -2.4% | +5.8% | +4.0% |
| 30D | +12.0% | +13.7% | -1.7% | +7.9% |
| 3M | +102.4% | +14.5% | +87.9% | +94.1% |
| 6M | +52.7% | +7.4% | +45.3% | +46.8% |
| YTD | +37.3% | -4.7% | +42.0% | +33.8% |
| 1Y | +42.2% | +12.9% | +29.2% | +31.5% |
| All | -6.9% | +45.7% | -52.6% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling