-11.0%
CHYM vs PR
+69.7%
-80.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | 0.0% |
| 7D | +9.4% | +6.7% | +2.7% | +10.2% |
| 30D | +10.5% | -6.1% | +16.6% | +9.8% |
| 3M | +4.5% | +6.9% | -2.3% | +5.2% |
| 6M | +82.5% | +14.6% | +67.9% | +85.5% |
| YTD | +31.2% | +66.1% | -34.9% | +37.4% |
| 1Y | +63.5% | +77.0% | -13.5% | +73.4% |
| All | -11.0% | +69.7% | -80.6% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling