-3.3%
CRH vs CHYM
-23.3%
+19.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -5.9% |
| 30D | -9.3% | +4.4% | -13.7% | -9.7% |
| 3M | -15.2% | +91.3% | -106.5% | -21.7% |
| 6M | -14.2% | +44.0% | -58.2% | -18.8% |
| YTD | -28.3% | +31.1% | -59.4% | -31.9% |
| 1Y | -21.8% | +37.8% | -59.6% | -26.2% |
| All | -3.3% | -23.3% | +19.9% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling