-11.1%
CHYM vs LEN
-26.3%
+15.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -2.3% | -4.8% | +2.5% | -1.5% |
| 30D | +4.4% | -6.6% | +11.0% | +5.4% |
| 3M | +91.3% | -15.7% | +107.0% | +95.2% |
| 6M | +44.0% | -16.6% | +60.6% | +45.2% |
| YTD | +31.1% | -21.3% | +52.5% | +31.1% |
| 1Y | +37.8% | -42.0% | +79.9% | +36.7% |
| All | -11.1% | -26.3% | +15.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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