-12.9%
CHYM vs CRL
+87.0%
-99.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.2% |
| 7D | +2.1% | -0.6% | +2.6% | +2.4% |
| 30D | +11.0% | +5.0% | +6.1% | +8.9% |
| 3M | +83.9% | +50.6% | +33.3% | +55.2% |
| 6M | +45.3% | +60.9% | -15.6% | +18.5% |
| YTD | +28.4% | +40.7% | -12.4% | +9.6% |
| 1Y | +32.2% | +73.3% | -41.1% | +8.4% |
| All | -12.9% | +87.0% | -99.9% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling