-31.3%
SE vs CHYM
-23.3%
-8.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.6% |
| 7D | -5.2% | -2.3% | -3.0% | -4.9% |
| 30D | -17.1% | +4.4% | -21.5% | -18.0% |
| 3M | +24.0% | +91.3% | -67.3% | +5.9% |
| 6M | +21.0% | +44.0% | -23.0% | +9.3% |
| YTD | -16.7% | +31.1% | -47.8% | -23.8% |
| 1Y | -45.9% | +37.8% | -83.8% | -51.5% |
| All | -31.3% | -23.3% | -8.0% | -35.9% |
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