+47.9%
DE vs CHYM
+38.9%
+9.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | +10.0% | +1.7% | +8.3% | +10.0% |
| 30D | +13.3% | +30.2% | -16.9% | +12.8% |
| 3M | +17.5% | +85.9% | -68.4% | +16.1% |
| 6M | +13.6% | +49.9% | -36.3% | +12.2% |
| YTD | +49.8% | +34.1% | +15.7% | +47.6% |
| 1Y | +47.9% | +37.0% | +10.9% | +48.3% |
| All | +47.9% | +38.9% | +9.0% | +48.3% |
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