+148.8%
CLS vs CHYM
-24.0%
+172.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -2.1% |
| 7D | +5.0% | -2.9% | +7.9% | +5.2% |
| 30D | +4.8% | +3.0% | +1.8% | +4.5% |
| 3M | -10.4% | +98.7% | -109.1% | -18.8% |
| 6M | +20.8% | +46.4% | -25.6% | +13.7% |
| YTD | +10.0% | +29.8% | -19.8% | +4.4% |
| 1Y | +28.5% | +40.5% | -11.9% | +21.3% |
| All | +148.8% | -24.0% | +172.8% | +141.2% |
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