+64.8%
CLF vs CHYM
-24.0%
+88.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.3% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | -4.7% | +3.0% | -7.6% | -5.1% |
| 3M | -4.7% | +98.7% | -103.4% | -16.6% |
| 6M | +24.0% | +46.4% | -22.4% | +15.2% |
| YTD | -10.9% | +29.8% | -40.7% | -16.4% |
| 1Y | +4.0% | +40.5% | -36.4% | -7.9% |
| All | +64.8% | -24.0% | +88.8% | +45.8% |
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