-6.9%
CHYM vs VFC
+5.1%
-12.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.8% |
| 7D | +3.4% | -2.3% | +5.8% | +4.3% |
| 30D | +12.0% | -13.4% | +25.3% | +18.1% |
| 3M | +102.4% | -23.7% | +126.1% | +120.6% |
| 6M | +52.7% | -24.5% | +77.1% | +66.9% |
| YTD | +37.3% | -27.8% | +65.1% | +52.6% |
| 1Y | +42.2% | -13.5% | +55.6% | +45.1% |
| All | -6.9% | +5.1% | -12.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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