-6.9%
CHYM vs CHRW
+62.6%
-69.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +3.4% | +4.1% | -0.7% | +2.9% |
| 30D | +12.0% | +1.9% | +10.1% | +11.7% |
| 3M | +102.4% | -21.2% | +123.6% | +110.4% |
| 6M | +52.7% | -16.7% | +69.3% | +55.7% |
| YTD | +37.3% | -5.4% | +42.6% | +37.3% |
| 1Y | +42.2% | +21.2% | +21.0% | +38.4% |
| All | -6.9% | +62.6% | -69.5% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling