-11.1%
CHYM vs WY
-15.4%
+4.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -2.3% | -4.2% | +1.9% | -1.9% |
| 30D | +4.4% | -10.1% | +14.5% | +5.3% |
| 3M | +91.3% | -8.5% | +99.8% | +91.7% |
| 6M | +44.0% | -3.3% | +47.3% | +43.7% |
| YTD | +31.1% | -4.4% | +35.5% | +28.7% |
| 1Y | +37.8% | -11.5% | +49.3% | +35.3% |
| All | -11.1% | -15.4% | +4.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling