-12.0%
CHYM vs RCAT
-3.6%
-8.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -2.9% | -5.4% | +2.5% | -2.1% |
| 30D | +3.0% | -24.2% | +27.2% | +8.1% |
| 3M | +98.7% | -25.8% | +124.6% | +107.3% |
| 6M | +46.4% | -44.9% | +91.4% | +56.9% |
| YTD | +29.8% | +1.9% | +27.9% | +19.8% |
| 1Y | +40.5% | -5.2% | +45.6% | +30.1% |
| All | -12.0% | -3.6% | -8.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling