+43.1%
CORZ vs CHYM
-24.0%
+67.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.5% | -2.7% |
| 7D | -3.0% | -2.9% | 0.0% | -2.4% |
| 30D | -12.1% | +3.0% | -15.1% | -12.9% |
| 3M | -32.4% | +98.7% | -131.1% | -45.6% |
| 6M | +12.4% | +46.4% | -34.1% | -1.2% |
| YTD | +19.3% | +29.8% | -10.5% | +7.6% |
| 1Y | +8.6% | +40.5% | -31.8% | -4.3% |
| All | +43.1% | -24.0% | +67.1% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling