-6.9%
CHYM vs RACE
-14.8%
+7.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.3% |
| 7D | +3.4% | -2.6% | +6.0% | +4.6% |
| 30D | +12.0% | -1.1% | +13.1% | +12.5% |
| 3M | +102.4% | +12.5% | +89.9% | +92.6% |
| 6M | +52.7% | +17.4% | +35.2% | +42.9% |
| YTD | +37.3% | +10.1% | +27.1% | +29.2% |
| 1Y | +42.2% | -15.1% | +57.3% | +37.4% |
| All | -6.9% | -14.8% | +7.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling