-9.6%
CHYM vs BAM
-3.1%
-6.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.4% |
| 7D | +7.1% | -2.7% | +9.8% | +9.5% |
| 30D | +15.7% | +15.5% | +0.2% | +1.3% |
| 3M | +4.3% | -6.9% | +11.1% | +10.7% |
| 6M | +92.9% | +9.9% | +83.0% | +75.8% |
| YTD | +33.3% | +1.4% | +31.9% | +30.6% |
| 1Y | +74.8% | +3.3% | +71.6% | +68.7% |
| All | -9.6% | -3.1% | -6.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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