+68.0%
CLF vs CHYM
-23.3%
+91.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -3.5% | -2.3% | -1.3% | -3.2% |
| 30D | -1.6% | +4.4% | -6.0% | -2.2% |
| 3M | -12.0% | +91.3% | -103.3% | -22.4% |
| 6M | +30.0% | +44.0% | -14.0% | +21.2% |
| YTD | -9.2% | +31.1% | -40.3% | -14.9% |
| 1Y | +2.3% | +37.8% | -35.6% | -9.5% |
| All | +68.0% | -23.3% | +91.2% | +48.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling