-12.3%
CHYM vs PR
+60.3%
-72.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.7% |
| 7D | +14.0% | -12.4% | +26.4% | +12.6% |
| 30D | +8.1% | -6.6% | +14.7% | +7.3% |
| 3M | +11.8% | +7.5% | +4.3% | +12.6% |
| 6M | +76.6% | +10.8% | +65.8% | +78.7% |
| YTD | +29.2% | +57.0% | -27.8% | +34.5% |
| 1Y | +59.9% | +67.9% | -8.0% | +68.8% |
| All | -12.3% | +60.3% | -72.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling