-11.1%
CHYM vs SITM
+203.8%
-214.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | -2.3% | +3.9% | -6.1% | -2.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.7% |
| 3M | +91.3% | -11.9% | +103.2% | +88.8% |
| 6M | +44.0% | +81.1% | -37.2% | +34.5% |
| YTD | +31.1% | +80.0% | -48.9% | +21.7% |
| 1Y | +37.8% | +145.8% | -108.0% | +26.1% |
| All | -11.1% | +203.8% | -214.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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