-10.9%
CHYM vs CART
+33.8%
-44.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +10.7% | -0.6% | +11.3% | +10.9% |
| 30D | +8.6% | +23.1% | -14.4% | +3.1% |
| 3M | +4.3% | +19.2% | -14.9% | -0.5% |
| 6M | +81.5% | +45.7% | +35.8% | +63.8% |
| YTD | +31.4% | +30.9% | +0.5% | +17.8% |
| 1Y | +62.2% | +50.2% | +12.1% | +40.4% |
| All | -10.9% | +33.8% | -44.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling