-11.1%
CHYM vs DRI
+0.7%
-11.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -2.3% | -3.2% | +1.0% | -1.6% |
| 30D | +4.4% | -7.8% | +12.2% | +6.0% |
| 3M | +91.3% | +0.4% | +90.9% | +90.6% |
| 6M | +44.0% | +4.8% | +39.2% | +41.8% |
| YTD | +31.1% | +16.7% | +14.4% | +26.3% |
| 1Y | +37.8% | +1.5% | +36.4% | +35.7% |
| All | -11.1% | +0.7% | -11.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling