+7.1%
CRM vs CHYM
+38.9%
-31.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.3% | +1.7% | -0.4% | +0.8% |
| 30D | +34.3% | +30.2% | +4.1% | +26.0% |
| 3M | +37.7% | +85.9% | -48.2% | +17.8% |
| 6M | +34.9% | +49.9% | -15.0% | +20.5% |
| YTD | -1.6% | +34.1% | -35.8% | -10.7% |
| 1Y | +7.1% | +37.0% | -29.9% | +0.8% |
| All | +7.1% | +38.9% | -31.7% | +0.8% |
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