-28.9%
CMG vs CHYM
-23.3%
-5.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | +10.9% | +4.4% | +6.5% | +10.1% |
| 3M | +15.8% | +91.3% | -75.5% | +4.3% |
| 6M | +6.9% | +44.0% | -37.0% | -0.3% |
| YTD | -2.2% | +31.1% | -33.3% | -8.2% |
| 1Y | -7.1% | +37.8% | -44.9% | -15.3% |
| All | -28.9% | -23.3% | -5.6% | -33.6% |
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