-16.6%
CRH vs CHYM
+63.9%
-80.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | +5.3% | +4.5% | +0.8% | +4.6% |
| 30D | +14.2% | +9.2% | +5.0% | +12.7% |
| 3M | -4.2% | +16.4% | -20.6% | -6.7% |
| 6M | -14.5% | +45.2% | -59.7% | -20.5% |
| YTD | -22.7% | +19.9% | -42.6% | -26.9% |
| 1Y | -16.6% | +57.8% | -74.4% | -23.0% |
| All | -16.6% | +63.9% | -80.5% | -23.0% |
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