+57.8%
CHYM vs EOSE
-86.9%
+144.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.1% | +13.2% | +2.5% |
| 7D | +4.5% | -5.1% | +9.6% | +4.9% |
| 30D | +9.2% | -42.3% | +51.5% | +15.6% |
| 3M | +16.4% | -50.8% | +67.2% | +24.9% |
| 6M | +45.2% | -69.8% | +115.0% | +62.2% |
| YTD | +19.9% | -83.6% | +103.5% | +33.6% |
| 1Y | +57.8% | -87.3% | +145.2% | +90.1% |
| All | +57.8% | -86.9% | +144.8% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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