+44.1%
EEM vs CHYM
-24.0%
+68.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.7% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | +2.4% | +3.0% | -0.6% | +2.1% |
| 3M | +4.2% | +98.7% | -94.6% | -3.4% |
| 6M | +14.8% | +46.4% | -31.7% | +9.0% |
| YTD | +23.1% | +29.8% | -6.7% | +17.5% |
| 1Y | +32.5% | +40.5% | -7.9% | +25.5% |
| All | +44.1% | -24.0% | +68.1% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling