-11.1%
CHYM vs CHRW
+65.1%
-76.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | +3.5% | -5.7% | -2.7% |
| 30D | +4.4% | +4.6% | -0.2% | +3.8% |
| 3M | +91.3% | -19.7% | +111.0% | +98.3% |
| 6M | +44.0% | -12.4% | +56.4% | +45.2% |
| YTD | +31.1% | -3.9% | +35.0% | +30.9% |
| 1Y | +37.8% | +18.4% | +19.5% | +34.9% |
| All | -11.1% | +65.1% | -76.2% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling