-11.1%
CHYM vs RBRK
-2.4%
-8.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.8% |
| 7D | -2.3% | -7.5% | +5.2% | +0.2% |
| 30D | +4.4% | -10.4% | +14.9% | +7.1% |
| 3M | +91.3% | +21.3% | +70.0% | +73.5% |
| 6M | +44.0% | +50.6% | -6.7% | +17.9% |
| YTD | +31.1% | +13.3% | +17.8% | +14.9% |
| 1Y | +37.8% | +11.2% | +26.6% | +20.5% |
| All | -11.1% | -2.4% | -8.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling