+37.8%
CHYM vs EWJ
+26.9%
+10.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.6% |
| 7D | -2.3% | +0.3% | -2.5% | -2.5% |
| 30D | +4.4% | +0.8% | +3.6% | +3.7% |
| 3M | +91.3% | +7.5% | +83.8% | +79.8% |
| 6M | +44.0% | +15.6% | +28.4% | +27.2% |
| YTD | +31.1% | +22.7% | +8.4% | +4.6% |
| 1Y | +37.8% | +26.4% | +11.4% | +6.5% |
| All | +37.8% | +26.9% | +10.9% | +6.5% |
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