-18.7%
CHYM vs DOC
+26.4%
-45.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +4.5% | +6.2% | -1.7% | +3.3% |
| 30D | +9.2% | +6.5% | +2.7% | +7.8% |
| 3M | +16.4% | -6.2% | +22.7% | +17.8% |
| 6M | +45.2% | +25.6% | +19.6% | +33.3% |
| YTD | +19.9% | +32.1% | -12.2% | +8.0% |
| 1Y | +57.8% | +20.3% | +37.6% | +45.8% |
| All | -18.7% | +26.4% | -45.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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