-12.3%
CHYM vs SW
+7.4%
-19.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +15.4% | +2.2% | +13.2% | +14.8% |
| 30D | +8.2% | +7.4% | +0.7% | +6.3% |
| 3M | +5.5% | -5.9% | +11.4% | +6.9% |
| 6M | +76.6% | +9.0% | +67.6% | +69.4% |
| YTD | +29.3% | +18.1% | +11.2% | +17.6% |
| 1Y | +53.1% | +28.7% | +24.4% | +34.2% |
| All | -12.3% | +7.4% | -19.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling