+37.0%
CHYM vs RCAT
-2.3%
+39.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | +30.2% | -3.3% | +33.6% | +30.5% |
| 3M | +85.9% | -43.2% | +129.1% | +106.4% |
| 6M | +49.9% | -43.2% | +93.1% | +60.7% |
| YTD | +34.1% | +5.5% | +28.6% | +19.3% |
| 1Y | +37.0% | -1.6% | +38.7% | +20.4% |
| All | +37.0% | -2.3% | +39.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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