+14.3%
EW vs CHYM
-24.9%
+39.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.3% |
| 7D | -4.4% | +2.1% | -6.5% | -4.5% |
| 30D | -3.3% | +11.0% | -14.4% | -3.9% |
| 3M | +1.0% | +83.9% | -82.9% | -2.5% |
| 6M | +6.2% | +45.3% | -39.1% | +3.4% |
| YTD | +1.7% | +28.4% | -26.6% | -1.0% |
| 1Y | +8.1% | +32.2% | -24.1% | +5.1% |
| All | +14.3% | -24.9% | +39.1% | +11.5% |
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