-11.1%
CHYM vs EXE
-12.2%
+1.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | -2.3% | -3.1% | +0.9% | -2.2% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | +91.3% | +9.6% | +81.8% | +90.5% |
| 6M | +44.0% | -11.6% | +55.6% | +45.3% |
| YTD | +31.1% | -12.6% | +43.7% | +32.6% |
| 1Y | +37.8% | +1.2% | +36.7% | +41.9% |
| All | -11.1% | -12.2% | +1.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling