+37.8%
CHYM vs EXR
-0.7%
+38.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | +4.4% | -6.2% | +10.6% | +5.9% |
| 3M | +91.3% | -7.4% | +98.7% | +94.0% |
| 6M | +44.0% | -0.5% | +44.5% | +41.6% |
| YTD | +31.1% | +8.1% | +23.0% | +26.1% |
| 1Y | +37.8% | -2.9% | +40.7% | +26.3% |
| All | +37.8% | -0.7% | +38.5% | +26.3% |
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