+74.1%
CLF vs CHYM
-21.5%
+95.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.3% |
| 30D | -1.2% | +30.2% | -31.4% | -5.4% |
| 3M | -13.4% | +85.9% | -99.3% | -22.9% |
| 6M | +15.4% | +49.9% | -34.5% | +7.0% |
| YTD | -5.9% | +34.1% | -40.0% | -12.0% |
| 1Y | +18.8% | +37.0% | -18.2% | +4.9% |
| All | +74.1% | -21.5% | +95.6% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling