-15.6%
CHYM vs BURL
+4.0%
-19.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.2% |
| 7D | +12.1% | +4.1% | +8.0% | +11.0% |
| 30D | +12.2% | -9.5% | +21.6% | +14.5% |
| 3M | +0.3% | -33.5% | +33.8% | +12.3% |
| 6M | +44.2% | -22.1% | +66.3% | +52.0% |
| YTD | +24.5% | -14.6% | +39.0% | +27.3% |
| 1Y | +73.2% | -8.4% | +81.5% | +69.8% |
| All | -15.6% | +4.0% | -19.6% | -27.4% |
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 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