+37.8%
CHYM vs CAPR
+37.0%
+0.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -2.3% | -11.0% | +8.7% | -2.2% |
| 30D | +4.4% | +99.8% | -95.3% | +3.9% |
| 3M | +91.3% | -66.6% | +157.9% | +91.7% |
| 6M | +44.0% | -75.1% | +119.0% | +44.6% |
| YTD | +31.1% | -71.0% | +102.1% | +31.5% |
| 1Y | +37.8% | +30.0% | +7.9% | +38.3% |
| All | +37.8% | +37.0% | +0.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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