+37.0%
CHYM vs EXR
+1.1%
+35.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +1.7% | -2.6% | +4.2% | +2.3% |
| 30D | +30.2% | -7.2% | +37.4% | +32.4% |
| 3M | +85.9% | -3.5% | +89.4% | +86.7% |
| 6M | +49.9% | -5.3% | +55.2% | +47.5% |
| YTD | +34.1% | +9.4% | +24.8% | +28.7% |
| 1Y | +37.0% | +1.3% | +35.7% | +28.7% |
| All | +37.0% | +1.1% | +35.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling