-13.3%
SPGI vs CHYM
-24.0%
+10.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.3% |
| 7D | -8.9% | -2.9% | -6.0% | -8.6% |
| 30D | +0.6% | +3.0% | -2.3% | +0.2% |
| 3M | +2.0% | +98.7% | -96.8% | -7.7% |
| 6M | +0.1% | +46.4% | -46.4% | -6.1% |
| YTD | -16.4% | +29.8% | -46.2% | -20.9% |
| 1Y | -18.9% | +40.5% | -59.4% | -24.2% |
| All | -13.3% | -24.0% | +10.7% | -16.9% |
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