+165.1%
CLS vs CHYM
-23.3%
+188.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.5% | +6.5% |
| 7D | +10.9% | -2.3% | +13.2% | +11.1% |
| 30D | +2.1% | +4.4% | -2.3% | +1.7% |
| 3M | -10.2% | +91.3% | -101.5% | -18.0% |
| 6M | +30.4% | +44.0% | -13.6% | +22.9% |
| YTD | +17.2% | +31.1% | -13.9% | +11.2% |
| 1Y | +41.0% | +37.8% | +3.2% | +33.2% |
| All | +165.1% | -23.3% | +188.3% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling