-12.0%
CHYM vs AWK
+2.0%
-14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.5% |
| 7D | -2.9% | -0.7% | -2.2% | -3.1% |
| 30D | +3.0% | +2.8% | +0.2% | +3.8% |
| 3M | +98.7% | +11.3% | +87.4% | +107.2% |
| 6M | +46.4% | +6.7% | +39.7% | +51.0% |
| YTD | +29.8% | +9.4% | +20.4% | +35.5% |
| 1Y | +40.5% | +3.7% | +36.7% | +42.3% |
| All | -12.0% | +2.0% | -14.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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