-12.0%
CHYM vs EXR
-4.0%
-7.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.6% |
| 30D | +3.0% | -6.9% | +9.9% | +3.9% |
| 3M | +98.7% | -7.8% | +106.5% | +100.4% |
| 6M | +46.4% | -4.9% | +51.3% | +45.0% |
| YTD | +29.8% | +7.2% | +22.6% | +28.0% |
| 1Y | +40.5% | -1.5% | +42.0% | +37.1% |
| All | -12.0% | -4.0% | -7.9% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling