+73.2%
CHYM vs RBRK
+46.9%
+26.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +12.1% | -14.8% | +26.9% | +16.6% |
| 30D | +12.2% | -14.5% | +26.7% | +16.2% |
| 3M | +0.3% | +25.0% | -24.7% | -9.8% |
| 6M | +44.2% | +83.0% | -38.8% | +9.5% |
| YTD | +24.5% | +38.3% | -13.8% | -3.7% |
| 1Y | +73.2% | +47.8% | +25.3% | +32.4% |
| All | +73.2% | +46.9% | +26.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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