+57.7%
GEV vs CHYM
+38.9%
+18.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -7.5% | +30.2% | -37.7% | -11.8% |
| 3M | -2.2% | +85.9% | -88.1% | -13.7% |
| 6M | +12.1% | +49.9% | -37.8% | +2.8% |
| YTD | +44.4% | +34.1% | +10.3% | +34.1% |
| 1Y | +57.7% | +37.0% | +20.6% | +44.0% |
| All | +57.7% | +38.9% | +18.8% | +44.0% |
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