-4.9%
CARR vs CHYM
+63.9%
-68.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | -4.2% | +4.5% | -8.7% | -4.5% |
| 30D | -4.7% | +9.2% | -13.9% | -5.4% |
| 3M | -18.3% | +16.4% | -34.8% | -19.4% |
| 6M | -16.4% | +45.2% | -61.6% | -19.9% |
| YTD | +2.3% | +19.9% | -17.6% | -1.4% |
| 1Y | -4.9% | +57.8% | -62.8% | -12.9% |
| All | -4.9% | +63.9% | -68.9% | -12.9% |
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