+67.8%
CHYM vs EWJ
+18.0%
+49.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.6% | +5.0% |
| 7D | +3.7% | -1.2% | +4.9% | +4.6% |
| 30D | +5.6% | -5.5% | +11.1% | +9.4% |
| 3M | +19.7% | -0.8% | +20.5% | +19.8% |
| 6M | +35.3% | +7.1% | +28.2% | +27.5% |
| YTD | +18.7% | +16.9% | +1.8% | -1.1% |
| 1Y | +67.8% | +18.2% | +49.6% | +37.6% |
| All | +67.8% | +18.0% | +49.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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