-5.0%
ICE vs CHYM
+57.4%
-62.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.9% | -7.7% | -0.9% |
| 7D | -0.9% | +3.4% | -4.3% | -0.9% |
| 30D | +4.0% | +12.0% | -8.0% | +3.8% |
| 3M | +11.0% | +102.4% | -91.4% | +9.0% |
| 6M | -5.0% | +52.7% | -57.6% | -5.3% |
| All | -5.0% | +57.4% | -62.4% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling