+52.4%
GEV vs CHYM
+71.1%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -9.9% |
| 7D | -5.1% | +3.7% | -8.9% | -5.5% |
| 30D | -15.8% | +5.6% | -21.4% | -16.4% |
| 3M | -18.2% | +19.7% | -37.9% | -21.4% |
| 6M | -22.4% | +35.3% | -57.6% | -27.6% |
| YTD | +27.7% | +18.7% | +9.1% | +20.3% |
| 1Y | +52.4% | +67.8% | -15.5% | +30.3% |
| All | +52.4% | +71.1% | -18.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling