+17.1%
CTVA vs CHYM
-23.3%
+40.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -4.5% | -2.3% | -2.3% | -4.5% |
| 30D | +11.3% | +4.4% | +6.9% | +11.2% |
| 3M | +12.3% | +91.3% | -79.0% | +9.3% |
| 6M | +7.2% | +44.0% | -36.8% | +5.8% |
| YTD | +26.0% | +31.1% | -5.1% | +24.6% |
| 1Y | +16.0% | +37.8% | -21.8% | +12.5% |
| All | +17.1% | -23.3% | +40.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling