+18.2%
EFA vs CHYM
+42.5%
-24.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -1.5% | -2.3% | +0.7% | -1.4% |
| 30D | -1.7% | +4.4% | -6.1% | -2.0% |
| 3M | +3.5% | +91.3% | -87.8% | -2.5% |
| 6M | +9.5% | +44.0% | -34.5% | +4.9% |
| YTD | +12.9% | +31.1% | -18.2% | +8.5% |
| 1Y | +18.2% | +37.8% | -19.6% | +12.7% |
| All | +18.2% | +42.5% | -24.3% | +12.7% |
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