+185.1%
EWY vs CHYM
-23.3%
+208.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.1% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | +7.3% | +4.4% | +2.9% | +6.6% |
| 3M | -5.1% | +91.3% | -96.4% | -15.3% |
| 6M | +42.1% | +44.0% | -1.9% | +30.7% |
| YTD | +94.1% | +31.1% | +63.0% | +79.0% |
| 1Y | +147.8% | +37.8% | +110.0% | +127.1% |
| All | +185.1% | -23.3% | +208.3% | +167.1% |
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