-12.9%
CHYM vs VG
-10.2%
-2.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.3% |
| 7D | +2.1% | -2.5% | +4.6% | +2.1% |
| 30D | +11.0% | +11.1% | -0.1% | +10.8% |
| 3M | +83.9% | +14.9% | +69.0% | +82.9% |
| 6M | +45.3% | +18.4% | +27.0% | +41.5% |
| YTD | +28.4% | +116.6% | -88.2% | +17.4% |
| 1Y | +32.2% | +9.4% | +22.8% | +21.9% |
| All | -12.9% | -10.2% | -2.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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