-11.1%
CHYM vs ITW
+12.7%
-23.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -2.3% | -0.7% | -1.5% | -2.1% |
| 30D | +4.4% | -8.3% | +12.8% | +6.7% |
| 3M | +91.3% | +6.0% | +85.3% | +86.0% |
| 6M | +44.0% | 0.0% | +44.0% | +41.6% |
| YTD | +31.1% | +10.2% | +20.9% | +22.1% |
| 1Y | +37.8% | +3.2% | +34.6% | +31.6% |
| All | -11.1% | +12.7% | -23.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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