-11.1%
CHYM vs BRKR
+36.1%
-47.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -2.3% | -8.7% | +6.4% | -0.4% |
| 30D | +4.4% | -9.9% | +14.3% | +6.6% |
| 3M | +91.3% | -3.1% | +94.4% | +87.9% |
| 6M | +44.0% | +45.5% | -1.5% | +23.8% |
| YTD | +31.1% | +13.7% | +17.4% | +19.2% |
| 1Y | +37.8% | +67.4% | -29.6% | +21.1% |
| All | -11.1% | +36.1% | -47.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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