-9.0%
CHYM vs RACE
-13.2%
+4.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.8% |
| 30D | +30.2% | +0.8% | +29.5% | +29.7% |
| 3M | +85.9% | +17.2% | +68.7% | +74.3% |
| 6M | +49.9% | +13.6% | +36.3% | +40.1% |
| YTD | +34.1% | +12.2% | +21.9% | +25.3% |
| 1Y | +37.0% | -16.3% | +53.3% | +32.1% |
| All | -9.0% | -13.2% | +4.2% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling