-11.1%
CHYM vs ELAN
+63.2%
-74.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | -2.3% | -5.4% | +3.2% | -0.9% |
| 30D | +4.4% | +4.7% | -0.3% | +3.4% |
| 3M | +91.3% | -3.7% | +95.0% | +91.0% |
| 6M | +44.0% | -1.2% | +45.2% | +42.9% |
| YTD | +31.1% | +2.4% | +28.7% | +29.0% |
| 1Y | +37.8% | +23.4% | +14.5% | +29.8% |
| All | -11.1% | +63.2% | -74.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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