+52.7%
CHYM vs CHRW
-14.6%
+67.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +3.4% | +4.1% | -0.7% | +3.6% |
| 30D | +12.0% | +1.9% | +10.1% | +12.1% |
| 3M | +102.4% | -21.2% | +123.6% | +105.6% |
| 6M | +52.7% | -16.7% | +69.3% | +55.9% |
| All | +52.7% | -14.6% | +67.3% | +55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling