+98.7%
CHYM vs WY
-9.9%
+108.6%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.8% | -5.4% |
| 7D | -2.9% | -3.7% | +0.8% | -2.8% |
| 30D | +3.0% | -11.3% | +14.3% | +2.0% |
| 3M | +98.7% | -8.1% | +106.9% | +95.9% |
| All | +98.7% | -9.9% | +108.6% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2026-06-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2026-06-10 to 2026-09-10 analysis · Full analysis span regression · Available span rolling