-6.9%
CHYM vs IRM
+18.7%
-25.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.7% | +7.2% |
| 7D | +3.4% | +3.0% | +0.4% | +2.2% |
| 30D | +12.0% | -5.2% | +17.2% | +13.9% |
| 3M | +102.4% | -8.0% | +110.4% | +106.5% |
| 6M | +52.7% | +9.2% | +43.5% | +41.7% |
| YTD | +37.3% | +41.0% | -3.7% | +7.5% |
| 1Y | +42.2% | +23.3% | +18.9% | +22.6% |
| All | -6.9% | +18.7% | -25.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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