+8.3%
CL vs CHYM
+34.7%
-26.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.3% |
| 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% | +0.4% |
| 6M | -3.8% | +46.4% | -50.3% | -2.7% |
| YTD | +13.3% | +29.8% | -16.5% | +14.2% |
| 1Y | +8.3% | +40.5% | -32.2% | +8.4% |
| All | +8.3% | +34.7% | -26.4% | +8.4% |
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 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