-11.1%
CHYM vs ENB
+9.2%
-20.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.7% |
| 7D | -2.3% | -4.7% | +2.4% | -3.9% |
| 30D | +4.4% | -5.9% | +10.3% | +2.2% |
| 3M | +91.3% | -14.2% | +105.5% | +81.6% |
| 6M | +44.0% | -8.6% | +52.6% | +39.6% |
| YTD | +31.1% | +3.9% | +27.2% | +30.4% |
| 1Y | +37.8% | +1.8% | +36.0% | +36.4% |
| All | -11.1% | +9.2% | -20.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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