+19.4%
EMR vs CHYM
-24.0%
+43.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.9% |
| 30D | -9.4% | +3.0% | -12.4% | -9.9% |
| 3M | +8.6% | +98.7% | -90.1% | -3.4% |
| 6M | +6.7% | +46.4% | -39.7% | -0.8% |
| YTD | +13.1% | +29.8% | -16.7% | +5.7% |
| 1Y | +12.7% | +40.5% | -27.7% | +4.7% |
| All | +19.4% | -24.0% | +43.4% | +12.8% |
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