-12.9%
CHYM vs RCAT
+3.8%
-16.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -5.0% |
| 7D | +2.1% | +5.4% | -3.3% | +1.0% |
| 30D | +11.0% | -5.6% | +16.6% | +11.9% |
| 3M | +83.9% | -30.2% | +114.1% | +94.4% |
| 6M | +45.3% | -43.4% | +88.7% | +54.9% |
| YTD | +28.4% | +9.6% | +18.7% | +16.9% |
| 1Y | +32.2% | -2.0% | +34.2% | +21.5% |
| All | -12.9% | +3.8% | -16.7% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling