-2.5%
CL vs CHYM
-19.7%
+17.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.4% | -0.3% |
| 7D | -2.3% | +3.4% | -5.7% | -2.3% |
| 30D | -5.5% | +12.0% | -17.5% | -5.3% |
| 3M | +0.8% | +102.4% | -101.6% | +2.0% |
| 6M | -4.2% | +52.7% | -56.9% | -3.5% |
| YTD | +13.4% | +37.3% | -23.8% | +14.1% |
| 1Y | +7.1% | +42.2% | -35.1% | +7.8% |
| All | -2.5% | -19.7% | +17.1% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling