-11.1%
CHYM vs EMB
+8.9%
-20.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | -2.3% | -1.2% | -1.1% | +1.6% |
| 30D | +4.4% | -1.3% | +5.7% | +8.8% |
| 3M | +91.3% | -1.8% | +93.1% | +103.0% |
| 6M | +44.0% | +0.2% | +43.8% | +45.5% |
| YTD | +31.1% | +0.4% | +30.7% | +30.3% |
| 1Y | +37.8% | +2.8% | +35.0% | +27.5% |
| All | -11.1% | +8.9% | -20.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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