-11.1%
CHYM vs EXEL
+34.9%
-46.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -2.3% | -4.9% | +2.6% | -2.2% |
| 30D | +4.4% | +11.4% | -7.0% | +4.5% |
| 3M | +91.3% | +4.9% | +86.4% | +90.2% |
| 6M | +44.0% | +34.4% | +9.6% | +41.0% |
| YTD | +31.1% | +28.0% | +3.1% | +28.4% |
| 1Y | +37.8% | +43.6% | -5.8% | +33.6% |
| All | -11.1% | +34.9% | -46.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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