+18.1%
EW vs CHYM
+71.1%
-53.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.9% | -1.5% | +3.9% |
| 7D | +8.3% | +3.7% | +4.6% | +7.9% |
| 30D | +13.9% | +5.6% | +8.3% | +13.4% |
| 3M | +10.9% | +19.7% | -8.8% | +8.8% |
| 6M | +19.2% | +35.3% | -16.0% | +15.1% |
| YTD | +16.6% | +18.7% | -2.1% | +12.1% |
| 1Y | +18.1% | +67.8% | -49.7% | +13.9% |
| All | +18.1% | +71.1% | -53.0% | +13.9% |
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 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