-31.1%
CHMI price history and return analytics
+229.8%
-260.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.0% |
| 7D | -3.0% | -1.1% | -1.9% | -1.9% |
| 30D | -0.7% | -1.0% | +0.3% | +0.3% |
| 3M | +26.3% | +3.2% | +23.2% | +21.4% |
| 6M | +16.3% | +12.5% | +3.8% | +0.7% |
| YTD | +22.2% | +14.1% | +8.1% | +4.1% |
| 1Y | +13.1% | +18.9% | -5.8% | -8.1% |
| 3Y | +19.5% | +74.1% | -54.6% | -37.7% |
| 5Y | -28.1% | +66.9% | -95.0% | -61.1% |
| All | -31.1% | +229.8% | -260.9% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling