-14.4%
ETN vs CHYM
+63.9%
-78.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.4% |
| 7D | -16.9% | +4.5% | -21.5% | -17.2% |
| 30D | -26.5% | +9.2% | -35.7% | -27.0% |
| 3M | -26.7% | +16.4% | -43.1% | -28.2% |
| 6M | -20.0% | +45.2% | -65.2% | -23.9% |
| YTD | +3.5% | +19.9% | -16.4% | -1.7% |
| 1Y | -14.4% | +57.8% | -72.3% | -23.8% |
| All | -14.4% | +63.9% | -78.4% | -23.8% |
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 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