+37.0%
CHYM vs CRL
+78.8%
-41.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | +30.2% | +10.7% | +19.6% | +24.6% |
| 3M | +85.9% | +55.3% | +30.6% | +52.3% |
| 6M | +49.9% | +60.7% | -10.7% | +20.3% |
| YTD | +34.1% | +44.6% | -10.5% | +12.1% |
| 1Y | +37.0% | +77.7% | -40.7% | +10.1% |
| All | +37.0% | +78.8% | -41.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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