-6.9%
CHYM vs CCJ
+53.6%
-60.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.5% | +7.4% |
| 7D | +3.4% | +4.2% | -0.8% | +2.1% |
| 30D | +12.0% | +3.2% | +8.8% | +10.8% |
| 3M | +102.4% | -1.8% | +104.2% | +102.1% |
| 6M | +52.7% | -13.5% | +66.2% | +57.8% |
| YTD | +37.3% | +9.7% | +27.5% | +30.5% |
| 1Y | +42.2% | +30.0% | +12.2% | +25.4% |
| All | -6.9% | +53.6% | -60.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling