-11.8%
CHMI price history and return analytics
+281.3%
-293.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +1.4% | +1.0% | +0.4% | +0.4% |
| 30D | +23.2% | -0.2% | +23.5% | +23.4% |
| 3M | +33.0% | +4.5% | +28.4% | +26.6% |
| 6M | +21.7% | +14.1% | +7.6% | +5.8% |
| YTD | +26.5% | +14.8% | +11.7% | +9.3% |
| 1Y | +18.6% | +21.2% | -2.6% | -2.9% |
| 3Y | +25.9% | +76.6% | -50.7% | -29.3% |
| 5Y | -25.6% | +66.6% | -92.2% | -56.1% |
| 10Y | -30.3% | +222.3% | -252.6% | -75.8% |
| All | -11.8% | +281.3% | -293.1% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling