-11.0%
CHYM vs CART
+32.9%
-43.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +9.4% | +1.2% | +8.2% | +9.2% |
| 30D | +10.5% | +17.8% | -7.3% | +6.0% |
| 3M | +4.5% | +20.7% | -16.2% | -0.5% |
| 6M | +82.5% | +49.7% | +32.8% | +63.5% |
| YTD | +31.2% | +30.0% | +1.2% | +17.8% |
| 1Y | +63.5% | +48.4% | +15.1% | +41.9% |
| All | -11.0% | +32.9% | -43.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling