-6.9%
CHYM vs FN
+71.0%
-77.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.5% | +6.9% |
| 7D | +3.4% | +5.8% | -2.4% | +2.6% |
| 30D | +12.0% | -20.6% | +32.6% | +14.8% |
| 3M | +102.4% | -28.6% | +131.0% | +109.3% |
| 6M | +52.7% | -20.7% | +73.4% | +51.4% |
| YTD | +37.3% | -8.1% | +45.4% | +26.4% |
| 1Y | +42.2% | +13.3% | +28.9% | +22.5% |
| All | -6.9% | +71.0% | -77.9% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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