+6.7%
CME vs CHYM
-24.9%
+31.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.2% |
| 7D | -2.9% | +2.1% | -4.9% | -2.8% |
| 30D | +5.5% | +11.0% | -5.5% | +5.7% |
| 3M | +11.0% | +83.9% | -72.9% | +12.2% |
| 6M | -9.7% | +45.3% | -55.0% | -8.5% |
| YTD | +4.9% | +28.4% | -23.5% | +6.2% |
| 1Y | +10.1% | +32.2% | -22.1% | +10.9% |
| All | +6.7% | -24.9% | +31.5% | +7.6% |
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