+42.2%
CHYM vs PR
+77.2%
-35.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +6.9% |
| 7D | +3.4% | -0.8% | +4.3% | +3.4% |
| 30D | +12.0% | +11.3% | +0.7% | +12.4% |
| 3M | +102.4% | +24.1% | +78.3% | +103.7% |
| 6M | +52.7% | +25.4% | +27.3% | +51.6% |
| YTD | +37.3% | +71.2% | -33.9% | +32.7% |
| 1Y | +42.2% | +78.6% | -36.4% | +34.8% |
| All | +42.2% | +77.2% | -35.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling