+33.0%
CHYM vs BURL
-11.3%
+44.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.4% |
| 7D | +2.1% | -2.6% | +4.6% | +2.7% |
| 30D | +11.0% | -30.8% | +41.8% | +21.5% |
| 3M | +83.9% | -18.7% | +102.5% | +92.7% |
| 6M | +45.3% | -16.4% | +61.8% | +50.4% |
| YTD | +28.4% | -11.6% | +39.9% | +31.5% |
| All | +33.0% | -11.3% | +44.3% | +31.3% |
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