-11.1%
CHYM vs ELF
-21.6%
+10.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -2.3% | -11.6% | +9.4% | +0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +3.3% |
| 3M | +91.3% | +59.7% | +31.6% | +72.4% |
| 6M | +44.0% | +21.2% | +22.8% | +36.3% |
| YTD | +31.1% | +27.4% | +3.7% | +22.6% |
| 1Y | +37.8% | -29.8% | +67.7% | +39.3% |
| All | -11.1% | -21.6% | +10.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling