+72.1%
CHYM vs BURL
-11.9%
+84.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | +10.5% | -4.3% | +14.8% | +10.9% |
| 3M | +4.5% | -28.8% | +33.3% | +12.1% |
| 6M | +82.5% | -12.8% | +95.3% | +83.3% |
| YTD | +31.2% | -12.8% | +44.0% | +35.6% |
| All | +72.1% | -11.9% | +84.0% | +78.5% |
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