-12.3%
CHYM vs PR
+61.8%
-74.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | +15.4% | -9.5% | +24.9% | +14.3% |
| 30D | +8.2% | -5.7% | +13.9% | +7.4% |
| 3M | +5.5% | +3.0% | +2.5% | +5.8% |
| 6M | +76.6% | +11.8% | +64.8% | +78.9% |
| YTD | +29.3% | +58.5% | -29.2% | +34.7% |
| 1Y | +53.1% | +69.9% | -16.8% | +61.7% |
| All | -12.3% | +61.8% | -74.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling