+52.7%
CHYM vs EXE
-9.4%
+62.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.6% | +8.5% | +6.6% |
| 7D | +3.4% | -2.7% | +6.1% | +2.8% |
| 30D | +12.0% | -0.4% | +12.4% | +11.8% |
| 3M | +102.4% | +9.5% | +92.9% | +107.8% |
| 6M | +52.7% | -9.3% | +62.0% | +45.3% |
| All | +52.7% | -9.4% | +62.0% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling