+67.8%
CHYM vs DVA
+62.2%
+5.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.2% | +6.7% |
| 7D | +3.7% | +4.7% | -1.0% | +4.4% |
| 30D | +5.6% | +7.8% | -2.2% | +6.9% |
| 3M | +19.7% | -15.5% | +35.2% | +17.1% |
| 6M | +35.3% | +25.0% | +10.2% | +40.8% |
| YTD | +18.7% | +69.6% | -50.9% | +37.8% |
| 1Y | +67.8% | +60.6% | +7.2% | +99.6% |
| All | +67.8% | +62.2% | +5.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling