-12.9%
CHYM vs CART
+9.1%
-22.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -2.9% |
| 7D | +2.1% | -4.1% | +6.1% | +3.1% |
| 30D | +11.0% | -4.3% | +15.4% | +12.1% |
| 3M | +83.9% | +13.1% | +70.8% | +77.4% |
| 6M | +45.3% | +26.0% | +19.3% | +35.2% |
| YTD | +28.4% | +6.7% | +21.7% | +21.4% |
| 1Y | +32.2% | +6.3% | +25.9% | +17.7% |
| All | -12.9% | +9.1% | -22.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling