-11.1%
CHYM vs BTG
+49.2%
-60.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -2.3% | -3.8% | +1.5% | -1.7% |
| 30D | +4.4% | +3.6% | +0.8% | +3.9% |
| 3M | +91.3% | +32.0% | +59.3% | +82.6% |
| 6M | +44.0% | +3.4% | +40.6% | +43.6% |
| YTD | +31.1% | +20.8% | +10.3% | +22.8% |
| 1Y | +37.8% | +22.4% | +15.4% | +17.4% |
| All | -11.1% | +49.2% | -60.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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