+37.0%
CHYM vs ELF
-17.5%
+54.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +1.7% | +5.4% | -3.7% | +0.5% |
| 30D | +30.2% | +27.0% | +3.3% | +22.9% |
| 3M | +85.9% | +113.2% | -27.3% | +56.6% |
| 6M | +49.9% | +36.6% | +13.3% | +37.7% |
| YTD | +34.1% | +44.2% | -10.1% | +21.7% |
| 1Y | +37.0% | -18.0% | +55.0% | +34.0% |
| All | +37.0% | -17.5% | +54.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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