+20.6%
ICE vs CHYM
+71.1%
-50.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +1.9% |
| 7D | +12.2% | +3.7% | +8.4% | +11.8% |
| 30D | +15.0% | +5.6% | +9.4% | +14.5% |
| 3M | +17.6% | +19.7% | -2.1% | +15.8% |
| 6M | +12.6% | +35.3% | -22.7% | +9.9% |
| YTD | +9.1% | +18.7% | -9.6% | +6.8% |
| 1Y | +20.6% | +67.8% | -47.2% | +16.8% |
| All | +20.6% | +71.1% | -50.5% | +16.8% |
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