+37.0%
CHYM vs EME
+19.7%
+17.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.3% |
| 30D | +30.2% | -8.3% | +38.5% | +32.1% |
| 3M | +85.9% | -10.7% | +96.7% | +89.8% |
| 6M | +49.9% | +1.9% | +48.0% | +45.4% |
| YTD | +34.1% | +23.5% | +10.7% | +14.3% |
| 1Y | +37.0% | +18.0% | +19.0% | +11.8% |
| All | +37.0% | +19.7% | +17.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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