-11.1%
CHYM vs XME
+78.3%
-89.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -2.3% | -4.2% | +2.0% | -0.4% |
| 30D | +4.4% | -2.7% | +7.1% | +5.6% |
| 3M | +91.3% | -3.9% | +95.2% | +94.3% |
| 6M | +44.0% | -1.0% | +45.0% | +44.0% |
| YTD | +31.1% | +9.8% | +21.3% | +21.0% |
| 1Y | +37.8% | +32.5% | +5.3% | +20.5% |
| All | -11.1% | +78.3% | -89.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling