+67.8%
CHYM vs ELF
-3.2%
+71.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.4% |
| 7D | +3.7% | -1.5% | +5.3% | +4.1% |
| 30D | +5.6% | +9.5% | -3.9% | +3.3% |
| 3M | +19.7% | +29.4% | -9.6% | +12.1% |
| 6M | +35.3% | +83.7% | -48.4% | +16.4% |
| YTD | +18.7% | +49.4% | -30.8% | +6.3% |
| 1Y | +67.8% | -3.9% | +71.7% | +63.5% |
| All | +67.8% | -3.2% | +71.1% | +63.5% |
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