-12.9%
CHYM vs M
+97.4%
-110.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.7% |
| 7D | +2.1% | +2.4% | -0.3% | +1.5% |
| 30D | +11.0% | -11.6% | +22.6% | +14.1% |
| 3M | +83.9% | +1.6% | +82.3% | +82.2% |
| 6M | +45.3% | +25.2% | +20.1% | +38.1% |
| YTD | +28.4% | +3.8% | +24.6% | +26.1% |
| 1Y | +32.2% | +36.3% | -4.1% | +23.6% |
| All | -12.9% | +97.4% | -110.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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