-10.9%
CHYM vs SUI
-0.6%
-10.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +10.7% | -2.4% | +13.2% | +11.2% |
| 30D | +8.6% | +3.3% | +5.3% | +8.0% |
| 3M | +4.3% | +0.7% | +3.6% | +3.7% |
| 6M | +81.5% | -4.1% | +85.6% | +80.8% |
| YTD | +31.4% | -1.8% | +33.2% | +32.2% |
| 1Y | +62.2% | -4.1% | +66.3% | +63.8% |
| All | -10.9% | -0.6% | -10.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling