+37.8%
CHYM vs RCAT
-14.2%
+52.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -2.3% | -4.9% | +2.6% | -1.4% |
| 30D | +4.4% | -22.9% | +27.3% | +9.9% |
| 3M | +91.3% | -33.7% | +125.0% | +106.0% |
| 6M | +44.0% | -50.7% | +94.7% | +60.0% |
| YTD | +31.1% | +0.4% | +30.7% | +15.4% |
| 1Y | +37.8% | -27.6% | +65.5% | +29.6% |
| All | +37.8% | -14.2% | +52.0% | +29.6% |
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