+30.6%
ETN vs CHYM
-23.3%
+53.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +3.5% | -2.3% | +5.8% | +3.7% |
| 30D | -7.5% | +4.4% | -12.0% | -8.0% |
| 3M | +8.3% | +91.3% | -83.0% | +0.8% |
| 6M | +20.2% | +44.0% | -23.8% | +14.5% |
| YTD | +34.7% | +31.1% | +3.6% | +28.6% |
| 1Y | +19.4% | +37.8% | -18.4% | +12.3% |
| All | +30.6% | -23.3% | +53.8% | +26.7% |
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 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