-12.0%
CHYM vs JBL
+71.4%
-83.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.7% | -4.8% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +3.0% | -15.1% | +18.0% | +6.8% |
| 3M | +98.7% | -14.0% | +112.8% | +103.8% |
| 6M | +46.4% | +20.6% | +25.8% | +36.5% |
| YTD | +29.8% | +32.9% | -3.1% | +17.7% |
| 1Y | +40.5% | +40.5% | -0.1% | +26.2% |
| All | -12.0% | +71.4% | -83.4% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling