-9.0%
CHYM vs CART
+16.0%
-25.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +1.7% | +1.0% | +0.6% | +1.5% |
| 30D | +30.2% | +12.6% | +17.6% | +26.4% |
| 3M | +85.9% | +23.1% | +62.8% | +75.8% |
| 6M | +49.9% | +39.5% | +10.4% | +35.9% |
| YTD | +34.1% | +13.5% | +20.6% | +25.0% |
| 1Y | +37.0% | +14.9% | +22.1% | +20.2% |
| All | -9.0% | +16.0% | -25.1% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling