+3.4%
EXC vs CHYM
-23.3%
+26.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.1% | -2.3% | +1.2% | -1.2% |
| 30D | -3.6% | +4.4% | -8.1% | -3.5% |
| 3M | -4.3% | +91.3% | -95.6% | -2.3% |
| 6M | -9.9% | +44.0% | -53.9% | -8.6% |
| YTD | +1.8% | +31.1% | -29.3% | +3.4% |
| 1Y | +2.9% | +37.8% | -35.0% | +4.0% |
| All | +3.4% | -23.3% | +26.7% | +4.7% |
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 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