-12.0%
CHYM vs EXE
-10.4%
-1.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.8% |
| 30D | +3.0% | -0.8% | +3.8% | +2.9% |
| 3M | +98.7% | +10.0% | +88.7% | +97.9% |
| 6M | +46.4% | -6.3% | +52.8% | +46.8% |
| YTD | +29.8% | -10.7% | +40.5% | +31.2% |
| 1Y | +40.5% | +2.7% | +37.8% | +44.2% |
| All | -12.0% | -10.4% | -1.6% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling