+45.8%
EWZ vs CHYM
-24.0%
+69.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.7% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | +13.5% | +3.0% | +10.5% | +13.1% |
| 3M | +15.2% | +98.7% | -83.5% | +7.7% |
| 6M | +3.7% | +46.4% | -42.7% | -0.8% |
| YTD | +22.5% | +29.8% | -7.3% | +17.8% |
| 1Y | +35.3% | +40.5% | -5.2% | +28.1% |
| All | +45.8% | -24.0% | +69.8% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling