-11.1%
CHYM vs LYB
+14.9%
-26.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.0% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | +4.4% | +2.5% | +2.0% | +4.4% |
| 3M | +91.3% | +1.4% | +89.9% | +91.1% |
| 6M | +44.0% | -3.5% | +47.5% | +41.5% |
| YTD | +31.1% | +52.0% | -20.9% | +18.2% |
| 1Y | +37.8% | +22.1% | +15.8% | +25.6% |
| All | -11.1% | +14.9% | -26.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…
all analysis · Full analysis span regression · 6 months rolling