-6.9%
CHYM vs FE
+20.3%
-27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +6.7% |
| 7D | +3.4% | -0.2% | +3.6% | +3.3% |
| 30D | +12.0% | -1.2% | +13.2% | +11.4% |
| 3M | +102.4% | +1.7% | +100.8% | +103.4% |
| 6M | +52.7% | -7.5% | +60.2% | +48.4% |
| YTD | +37.3% | +6.3% | +30.9% | +37.9% |
| 1Y | +42.2% | +10.9% | +31.3% | +44.9% |
| All | -6.9% | +20.3% | -27.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling