-11.1%
CHYM vs TROW
+20.3%
-31.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.0% |
| 7D | -2.3% | -3.2% | +0.9% | +0.4% |
| 30D | +4.4% | -4.6% | +9.0% | +8.7% |
| 3M | +91.3% | -0.7% | +92.0% | +87.6% |
| 6M | +44.0% | +22.2% | +21.8% | +15.8% |
| YTD | +31.1% | +6.6% | +24.5% | +18.4% |
| 1Y | +37.8% | +5.8% | +32.0% | +25.7% |
| All | -11.1% | +20.3% | -31.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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