+152.4%
CLS vs CHYM
-24.9%
+177.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +5.9% |
| 7D | +12.8% | +2.1% | +10.7% | +12.5% |
| 30D | +3.8% | +11.0% | -7.2% | +2.8% |
| 3M | -14.6% | +83.9% | -98.5% | -21.7% |
| 6M | +32.2% | +45.3% | -13.1% | +24.5% |
| YTD | +11.6% | +28.4% | -16.7% | +6.0% |
| 1Y | +35.1% | +32.2% | +2.8% | +27.9% |
| All | +152.4% | -24.9% | +177.3% | +144.9% |
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