+21.8%
EWZ vs CHYM
-22.0%
+43.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +0.8% | +7.1% | -6.3% | +0.1% |
| 30D | -24.4% | +15.7% | -40.1% | -25.4% |
| 3M | -4.6% | +4.3% | -8.8% | -5.4% |
| 6M | -11.6% | +92.9% | -104.5% | -17.4% |
| YTD | +2.4% | +33.3% | -30.9% | -2.1% |
| 1Y | +2.1% | +74.8% | -72.7% | -5.3% |
| All | +21.8% | -22.0% | +43.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling