+9.3%
CME vs CHYM
+38.9%
-29.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.5% |
| 30D | +6.2% | +30.2% | -24.0% | +6.9% |
| 3M | +10.4% | +85.9% | -75.5% | +12.1% |
| 6M | -9.5% | +49.9% | -59.4% | -7.8% |
| YTD | +6.0% | +34.1% | -28.1% | +7.8% |
| 1Y | +9.3% | +37.0% | -27.7% | +9.7% |
| All | +9.3% | +38.9% | -29.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling