-10.9%
CHYM vs MOD
+13.9%
-24.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.3% |
| 7D | +10.7% | +8.2% | +2.5% | +9.8% |
| 30D | +8.6% | -38.2% | +46.8% | +13.9% |
| 3M | +4.3% | -46.2% | +50.5% | +10.7% |
| 6M | +81.5% | -62.5% | +144.0% | +101.7% |
| YTD | +31.4% | -20.1% | +51.5% | +20.6% |
| 1Y | +62.2% | -29.7% | +91.9% | +53.7% |
| All | -10.9% | +13.9% | -24.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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