-10.0%
CRM vs CHYM
+71.1%
-81.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +0.9% |
| 7D | -6.2% | +3.7% | -9.9% | -7.0% |
| 30D | -1.2% | +5.6% | -6.8% | -2.4% |
| 3M | +19.1% | +19.7% | -0.6% | +12.7% |
| 6M | +23.0% | +35.3% | -12.3% | +11.4% |
| YTD | -13.7% | +18.7% | -32.4% | -19.9% |
| 1Y | -10.0% | +67.8% | -77.8% | -21.8% |
| All | -10.0% | +71.1% | -81.1% | -21.8% |
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