-12.3%
CHYM vs BURL
+8.4%
-20.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.8% |
| 7D | +14.0% | +7.7% | +6.3% | +12.0% |
| 30D | +8.1% | -7.1% | +15.3% | +9.7% |
| 3M | +11.8% | -30.3% | +42.1% | +23.7% |
| 6M | +76.6% | -15.5% | +92.1% | +81.1% |
| YTD | +29.2% | -11.0% | +40.2% | +30.9% |
| 1Y | +59.9% | -8.4% | +68.4% | +58.6% |
| All | -12.3% | +8.4% | -20.7% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling