-11.1%
CHYM vs ETR
+32.2%
-43.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.9% |
| 7D | -2.3% | -1.8% | -0.4% | -2.6% |
| 30D | +4.4% | -1.8% | +6.2% | +4.1% |
| 3M | +91.3% | -3.6% | +94.9% | +90.1% |
| 6M | +44.0% | +2.6% | +41.4% | +41.1% |
| YTD | +31.1% | +16.0% | +15.1% | +18.5% |
| 1Y | +37.8% | +20.1% | +17.7% | +23.3% |
| All | -11.1% | +32.2% | -43.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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