-2.7%
CL vs CHYM
-24.0%
+21.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -2.5% |
| 30D | -4.8% | +3.0% | -7.7% | -4.7% |
| 3M | -1.7% | +98.7% | -100.4% | -0.6% |
| 6M | -3.8% | +46.4% | -50.3% | -3.2% |
| YTD | +13.3% | +29.8% | -16.5% | +13.9% |
| 1Y | +8.3% | +40.5% | -32.2% | +8.9% |
| All | -2.7% | -24.0% | +21.3% | -0.5% |
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