-9.0%
CHYM vs MOD
+107.8%
-116.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +1.7% | +9.6% | -7.9% | +0.4% |
| 30D | +30.2% | 0.0% | +30.2% | +29.9% |
| 3M | +85.9% | -35.4% | +121.3% | +97.8% |
| 6M | +49.9% | -7.3% | +57.2% | +45.8% |
| YTD | +34.1% | +45.8% | -11.7% | +16.0% |
| 1Y | +37.0% | +43.1% | -6.1% | +20.9% |
| All | -9.0% | +107.8% | -116.8% | -20.5% |
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