-12.0%
CHYM vs CHRW
+64.8%
-76.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -5.6% |
| 7D | -2.9% | +4.4% | -7.3% | -3.5% |
| 30D | +3.0% | +5.5% | -2.5% | +2.2% |
| 3M | +98.7% | -17.3% | +116.0% | +104.3% |
| 6M | +46.4% | -12.7% | +59.1% | +47.7% |
| YTD | +29.8% | -4.1% | +33.9% | +29.6% |
| 1Y | +40.5% | +21.2% | +19.2% | +36.8% |
| All | -12.0% | +64.8% | -76.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling