+45.9%
EEM vs CHYM
-23.3%
+69.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +2.1% | +4.4% | -2.4% | +1.6% |
| 3M | +1.0% | +91.3% | -90.3% | -5.9% |
| 6M | +15.9% | +44.0% | -28.1% | +10.2% |
| YTD | +24.6% | +31.1% | -6.5% | +18.9% |
| 1Y | +32.3% | +37.8% | -5.6% | +25.4% |
| All | +45.9% | -23.3% | +69.1% | +41.5% |
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