-12.0%
CHYM vs BLDR
-48.1%
+36.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.5% |
| 7D | -2.9% | -8.1% | +5.2% | -0.9% |
| 30D | +3.0% | -21.5% | +24.4% | +9.0% |
| 3M | +98.7% | -21.0% | +119.7% | +108.2% |
| 6M | +46.4% | -37.1% | +83.5% | +60.3% |
| YTD | +29.8% | -42.7% | +72.5% | +44.4% |
| 1Y | +40.5% | -58.0% | +98.4% | +58.9% |
| All | -12.0% | -48.1% | +36.1% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling