-12.0%
CHYM vs DRI
-0.4%
-11.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | +3.0% | -5.2% | +8.2% | +3.9% |
| 3M | +98.7% | +2.7% | +96.0% | +97.2% |
| 6M | +46.4% | +3.6% | +42.8% | +44.6% |
| YTD | +29.8% | +15.4% | +14.4% | +25.3% |
| 1Y | +40.5% | +1.3% | +39.2% | +38.2% |
| All | -12.0% | -0.4% | -11.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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