-4.6%
CARR vs CHYM
+38.9%
-43.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | -8.7% | +30.2% | -39.0% | -10.8% |
| 3M | -12.6% | +85.9% | -98.5% | -18.1% |
| 6M | -1.5% | +49.9% | -51.5% | -6.4% |
| YTD | +14.3% | +34.1% | -19.8% | +9.4% |
| 1Y | -4.6% | +37.0% | -41.6% | -11.9% |
| All | -4.6% | +38.9% | -43.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling