-12.9%
CHYM vs BURL
+7.7%
-20.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.2% |
| 7D | +2.1% | -2.6% | +4.6% | +2.8% |
| 30D | +11.0% | -30.8% | +41.8% | +23.7% |
| 3M | +83.9% | -18.7% | +102.5% | +94.2% |
| 6M | +45.3% | -16.4% | +61.8% | +51.0% |
| YTD | +28.4% | -11.6% | +39.9% | +30.8% |
| 1Y | +32.2% | -12.0% | +44.2% | +35.7% |
| All | -12.9% | +7.7% | -20.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling