+98.7%
CHYM vs XE
-21.6%
+120.3%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.3% | +2.8% | -4.4% |
| 7D | -2.9% | -11.4% | +8.5% | -1.9% |
| 30D | +3.0% | -23.0% | +26.0% | +6.1% |
| 3M | +98.7% | -12.1% | +110.8% | +98.8% |
| All | +98.7% | -21.6% | +120.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling