-11.1%
CHYM vs FITB
+46.8%
-57.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | +4.4% | -5.7% | +10.1% | +8.3% |
| 3M | +91.3% | +3.2% | +88.1% | +84.4% |
| 6M | +44.0% | +23.4% | +20.6% | +19.8% |
| YTD | +31.1% | +18.8% | +12.3% | +11.0% |
| 1Y | +37.8% | +25.0% | +12.9% | +8.0% |
| All | -11.1% | +46.8% | -57.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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