+67.8%
CHYM vs RCAT
-59.1%
+127.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -10.3% | +16.2% | +8.1% |
| 7D | +3.7% | -18.5% | +22.2% | +7.9% |
| 30D | +5.6% | -37.0% | +42.5% | +15.7% |
| 3M | +19.7% | -54.9% | +74.6% | +39.9% |
| 6M | +35.3% | -63.6% | +98.9% | +62.2% |
| YTD | +18.7% | -49.6% | +68.2% | +16.7% |
| 1Y | +67.8% | -57.8% | +125.6% | +77.1% |
| All | +67.8% | -59.1% | +127.0% | +77.1% |
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