-12.0%
CHYM vs BWA
+100.2%
-112.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.4% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | +3.0% | -5.5% | +8.4% | +2.9% |
| 3M | +98.7% | -7.6% | +106.3% | +98.9% |
| 6M | +46.4% | +25.0% | +21.5% | +45.9% |
| YTD | +29.8% | +47.0% | -17.2% | +19.6% |
| 1Y | +40.5% | +54.0% | -13.5% | +26.9% |
| All | -12.0% | +100.2% | -112.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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