-11.1%
CHYM vs AA
+74.2%
-85.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.3% | -3.4% | +1.2% | -1.6% |
| 30D | +4.4% | -5.8% | +10.2% | +5.6% |
| 3M | +91.3% | -29.9% | +121.2% | +107.5% |
| 6M | +44.0% | -27.0% | +71.0% | +51.9% |
| YTD | +31.1% | -8.7% | +39.8% | +24.1% |
| 1Y | +37.8% | +50.6% | -12.8% | +7.3% |
| All | -11.1% | +74.2% | -85.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling