-11.1%
CHYM vs EOSE
-2.2%
-8.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.7% |
| 30D | +4.4% | -6.8% | +11.3% | +4.7% |
| 3M | +91.3% | -36.3% | +127.6% | +99.5% |
| 6M | +44.0% | -38.8% | +82.7% | +48.5% |
| YTD | +31.1% | -65.5% | +96.6% | +39.9% |
| 1Y | +37.8% | -45.3% | +83.1% | +29.5% |
| All | -11.1% | -2.2% | -8.8% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling