-11.1%
CHYM vs VALE
+78.9%
-89.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | +4.4% | +8.6% | -4.2% | +2.5% |
| 3M | +91.3% | +2.0% | +89.3% | +90.2% |
| 6M | +44.0% | +2.1% | +41.9% | +44.4% |
| YTD | +31.1% | +20.2% | +10.9% | +20.4% |
| 1Y | +37.8% | +55.2% | -17.3% | +15.1% |
| All | -11.1% | +78.9% | -89.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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