-11.1%
CHYM vs CRL
+85.3%
-96.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -2.3% | -3.5% | +1.3% | -0.7% |
| 30D | +4.4% | -2.1% | +6.6% | +5.4% |
| 3M | +91.3% | +48.0% | +43.3% | +62.6% |
| 6M | +44.0% | +64.7% | -20.8% | +16.3% |
| YTD | +31.1% | +39.5% | -8.4% | +12.4% |
| 1Y | +37.8% | +74.2% | -36.4% | +13.2% |
| All | -11.1% | +85.3% | -96.4% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling