-10.1%
CI vs CHYM
-24.9%
+14.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.7% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | -1.8% | +11.0% | -12.8% | -2.3% |
| 3M | -4.2% | +83.9% | -88.1% | -7.1% |
| 6M | +2.7% | +45.3% | -42.6% | +0.8% |
| YTD | +1.9% | +28.4% | -26.5% | +0.9% |
| 1Y | -6.3% | +32.2% | -38.5% | -9.7% |
| All | -10.1% | -24.9% | +14.8% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling