-11.1%
CHYM vs EME
+67.4%
-78.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.3% |
| 7D | -2.3% | +3.5% | -5.8% | -2.9% |
| 30D | +4.4% | -6.3% | +10.8% | +5.5% |
| 3M | +91.3% | -3.8% | +95.1% | +91.0% |
| 6M | +44.0% | +8.5% | +35.5% | +38.2% |
| YTD | +31.1% | +27.8% | +3.3% | +14.4% |
| 1Y | +37.8% | +22.2% | +15.6% | +21.6% |
| All | -11.1% | +67.4% | -78.4% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling