+37.0%
CHYM vs RBA
-26.5%
+63.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.7% | -2.9% | +4.6% | +3.4% |
| 30D | +30.2% | -12.3% | +42.5% | +39.4% |
| 3M | +85.9% | -20.5% | +106.4% | +105.0% |
| 6M | +49.9% | -18.5% | +68.5% | +60.9% |
| YTD | +34.1% | -18.2% | +52.4% | +39.0% |
| 1Y | +37.0% | -27.5% | +64.5% | +49.9% |
| All | +37.0% | -26.5% | +63.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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