+11.0%
CL vs CHYM
-22.0%
+33.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +3.2% | +7.1% | -3.9% | +3.3% |
| 30D | +8.0% | +15.7% | -7.7% | +8.1% |
| 3M | +7.9% | +4.3% | +3.6% | +7.8% |
| 6M | +14.7% | +92.9% | -78.2% | +15.8% |
| YTD | +29.2% | +33.3% | -4.1% | +29.8% |
| 1Y | +29.5% | +74.8% | -45.3% | +30.0% |
| All | +11.0% | -22.0% | +33.0% | +13.4% |
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