+74.8%
CMI vs CHYM
-23.3%
+98.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -0.7% | -2.3% | +1.5% | -0.5% |
| 30D | -12.4% | +4.4% | -16.8% | -12.8% |
| 3M | -14.8% | +91.3% | -106.1% | -21.0% |
| 6M | +0.8% | +44.0% | -43.2% | -3.8% |
| YTD | +10.2% | +31.1% | -20.9% | +5.6% |
| 1Y | +37.4% | +37.8% | -0.4% | +29.5% |
| All | +74.8% | -23.3% | +98.1% | +67.4% |
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