-11.1%
CHYM vs JAAA
+6.3%
-17.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.1% |
| 7D | -2.3% | +0.1% | -2.3% | -3.1% |
| 30D | +4.4% | +0.5% | +3.9% | -1.8% |
| 3M | +91.3% | +1.3% | +90.0% | +64.4% |
| 6M | +44.0% | +2.8% | +41.2% | +3.6% |
| YTD | +31.1% | +3.3% | +27.8% | -8.0% |
| 1Y | +37.8% | +4.9% | +32.9% | -10.8% |
| All | -11.1% | +6.3% | -17.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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