+8.2%
EW vs CHYM
+42.5%
-34.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.8% |
| 7D | -6.2% | -2.3% | -3.9% | -6.0% |
| 30D | -9.3% | +4.4% | -13.8% | -9.6% |
| 3M | -1.6% | +91.3% | -92.9% | -6.4% |
| 6M | -0.8% | +44.0% | -44.8% | -4.3% |
| YTD | -1.0% | +31.1% | -32.1% | -4.7% |
| 1Y | +8.2% | +37.8% | -29.7% | +2.7% |
| All | +8.2% | +42.5% | -34.4% | +2.7% |
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