-9.0%
CHYM vs CAPR
-27.6%
+18.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | +30.2% | +139.2% | -108.9% | +29.2% |
| 3M | +85.9% | -66.4% | +152.3% | +86.5% |
| 6M | +49.9% | -63.1% | +113.0% | +50.2% |
| YTD | +34.1% | -67.4% | +101.6% | +34.5% |
| 1Y | +37.0% | +58.2% | -21.2% | +31.7% |
| All | -9.0% | -27.6% | +18.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling