-12.0%
CHYM vs CAPR
-36.1%
+24.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -5.4% |
| 7D | -2.9% | -10.6% | +7.6% | -2.8% |
| 30D | +3.0% | +111.2% | -108.2% | +2.3% |
| 3M | +98.7% | -67.2% | +166.0% | +99.3% |
| 6M | +46.4% | -75.1% | +121.6% | +47.3% |
| YTD | +29.8% | -71.2% | +101.0% | +30.3% |
| 1Y | +40.5% | +31.1% | +9.3% | +35.7% |
| All | -12.0% | -36.1% | +24.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling