-12.0%
CHYM vs VEU
+30.5%
-42.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -3.9% |
| 7D | -2.9% | -1.9% | -1.0% | -0.6% |
| 30D | +3.0% | -0.7% | +3.7% | +3.9% |
| 3M | +98.7% | +4.9% | +93.9% | +85.6% |
| 6M | +46.4% | +9.8% | +36.6% | +28.7% |
| YTD | +29.8% | +15.3% | +14.5% | -0.4% |
| 1Y | +40.5% | +23.0% | +17.4% | -5.2% |
| All | -12.0% | +30.5% | -42.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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