+4.0%
EXC vs CHYM
-24.0%
+28.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.9% |
| 7D | -1.6% | -2.9% | +1.3% | -1.7% |
| 30D | -2.4% | +3.0% | -5.3% | -2.2% |
| 3M | -4.0% | +98.7% | -102.7% | -1.9% |
| 6M | -9.8% | +46.4% | -56.2% | -8.5% |
| YTD | +2.3% | +29.8% | -27.5% | +3.9% |
| 1Y | +3.8% | +40.5% | -36.6% | +4.9% |
| All | +4.0% | -24.0% | +28.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling