-10.7%
ICE vs CHYM
-23.3%
+12.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | +4.0% | +4.4% | -0.4% | +3.6% |
| 3M | +13.7% | +91.3% | -77.6% | +7.5% |
| 6M | +0.9% | +44.0% | -43.0% | -2.4% |
| YTD | -2.1% | +31.1% | -33.2% | -5.0% |
| 1Y | -9.5% | +37.8% | -47.4% | -13.1% |
| All | -10.7% | -23.3% | +12.5% | -12.5% |
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