-25.8%
TE vs CHYM
+71.1%
-96.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.5% | -5.9% |
| 7D | +3.8% | +3.7% | +0.1% | +2.1% |
| 30D | -26.2% | +5.6% | -31.8% | -28.0% |
| 3M | -49.7% | +19.7% | -69.4% | -55.2% |
| 6M | -46.5% | +35.3% | -81.8% | -55.7% |
| YTD | -59.1% | +18.7% | -77.8% | -63.6% |
| 1Y | -25.8% | +67.8% | -93.6% | -58.1% |
| All | -25.8% | +71.1% | -96.9% | -58.1% |
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