+37.0%
CHYM vs BURL
-9.5%
+46.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +1.7% | -2.8% | +4.5% | +2.3% |
| 30D | +30.2% | -28.2% | +58.4% | +41.4% |
| 3M | +85.9% | -17.6% | +103.5% | +94.4% |
| 6M | +49.9% | -11.8% | +61.7% | +53.4% |
| YTD | +34.1% | -8.1% | +42.3% | +36.1% |
| 1Y | +37.0% | -12.0% | +49.0% | +33.5% |
| All | +37.0% | -9.5% | +46.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling