-11.1%
CHYM vs JBL
+80.1%
-91.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.2% |
| 7D | -2.3% | +2.4% | -4.7% | -2.8% |
| 30D | +4.4% | -13.1% | +17.5% | +7.8% |
| 3M | +91.3% | -15.6% | +106.9% | +98.0% |
| 6M | +44.0% | +24.6% | +19.4% | +33.1% |
| YTD | +31.1% | +39.6% | -8.5% | +17.5% |
| 1Y | +37.8% | +48.6% | -10.8% | +22.4% |
| All | -11.1% | +80.1% | -91.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling