+18.0%
CI vs CHYM
+71.1%
-53.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.3% |
| 7D | +3.5% | +3.7% | -0.2% | +3.5% |
| 30D | +12.6% | +5.6% | +7.0% | +12.5% |
| 3M | +12.1% | +19.7% | -7.7% | +12.1% |
| 6M | +10.6% | +35.3% | -24.7% | +11.5% |
| YTD | +12.8% | +18.7% | -5.8% | +13.9% |
| 1Y | +18.0% | +67.8% | -49.8% | +20.1% |
| All | +18.0% | +71.1% | -53.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling