-12.0%
CHYM vs CRL
+81.8%
-93.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.6% |
| 7D | -2.9% | -6.9% | +4.0% | +0.1% |
| 30D | +3.0% | -3.2% | +6.2% | +4.4% |
| 3M | +98.7% | +46.5% | +52.2% | +69.7% |
| 6M | +46.4% | +63.1% | -16.7% | +18.8% |
| YTD | +29.8% | +36.9% | -7.1% | +12.2% |
| 1Y | +40.5% | +78.1% | -37.7% | +15.1% |
| All | -12.0% | +81.8% | -93.8% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling