-11.1%
CHYM vs BLDR
-46.8%
+35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -2.3% | -8.2% | +6.0% | -0.2% |
| 30D | +4.4% | -16.6% | +21.1% | +9.0% |
| 3M | +91.3% | -23.2% | +114.5% | +101.9% |
| 6M | +44.0% | -33.7% | +77.7% | +55.9% |
| YTD | +31.1% | -41.3% | +72.4% | +45.0% |
| 1Y | +37.8% | -58.8% | +96.7% | +54.9% |
| All | -11.1% | -46.8% | +35.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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