+40.5%
CHYM vs CART
+4.1%
+36.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | -2.9% | -8.7% | +5.7% | -0.5% |
| 30D | +3.0% | -4.4% | +7.3% | +4.1% |
| 3M | +98.7% | +14.6% | +84.1% | +88.8% |
| 6M | +46.4% | +24.4% | +22.1% | +33.5% |
| YTD | +29.8% | +5.0% | +24.8% | +22.7% |
| 1Y | +40.5% | +0.5% | +39.9% | +23.6% |
| All | +40.5% | +4.1% | +36.4% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling