-11.1%
CHYM vs OMC
+12.4%
-23.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.3% | -4.4% | +2.1% | -0.9% |
| 30D | +4.4% | -7.6% | +12.0% | +7.0% |
| 3M | +91.3% | +4.5% | +86.8% | +85.4% |
| 6M | +44.0% | -0.3% | +44.2% | +42.3% |
| YTD | +31.1% | -0.1% | +31.2% | +28.6% |
| 1Y | +37.8% | +4.6% | +33.2% | +32.2% |
| All | -11.1% | +12.4% | -23.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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