-8.5%
CI vs CHYM
-23.3%
+14.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.1% | -2.3% | +2.2% | 0.0% |
| 30D | +1.8% | +4.4% | -2.7% | +1.6% |
| 3M | -4.2% | +91.3% | -95.6% | -7.3% |
| 6M | +8.8% | +44.0% | -35.1% | +7.0% |
| YTD | +3.7% | +31.1% | -27.4% | +2.6% |
| 1Y | -6.1% | +37.8% | -44.0% | -9.7% |
| All | -8.5% | -23.3% | +14.8% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling