-6.9%
CHYM vs ELF
-19.0%
+12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.1% | +11.0% | +7.8% |
| 7D | +3.4% | -6.8% | +10.2% | +5.0% |
| 30D | +12.0% | +5.1% | +6.9% | +10.6% |
| 3M | +102.4% | +79.8% | +22.6% | +78.0% |
| 6M | +52.7% | +29.7% | +23.0% | +42.5% |
| YTD | +37.3% | +31.6% | +5.7% | +27.4% |
| 1Y | +42.2% | -27.9% | +70.1% | +42.7% |
| All | -6.9% | -19.0% | +12.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling