-6.9%
CHYM vs ETR
+34.5%
-41.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.2% | +6.7% |
| 7D | +3.4% | +0.4% | +3.0% | +3.5% |
| 30D | +12.0% | +2.0% | +9.9% | +12.4% |
| 3M | +102.4% | -1.7% | +104.1% | +101.8% |
| 6M | +52.7% | +3.6% | +49.1% | +50.5% |
| YTD | +37.3% | +18.0% | +19.2% | +24.5% |
| 1Y | +42.2% | +26.2% | +15.9% | +25.0% |
| All | -6.9% | +34.5% | -41.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling