+37.0%
CHYM vs CCJ
+31.2%
+5.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +30.2% | +6.9% | +23.4% | +27.8% |
| 3M | +85.9% | -11.6% | +97.6% | +90.7% |
| 6M | +49.9% | -16.2% | +66.1% | +55.0% |
| YTD | +34.1% | +10.1% | +24.0% | +30.1% |
| 1Y | +37.0% | +32.3% | +4.7% | +33.2% |
| All | +37.0% | +31.2% | +5.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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