+67.8%
CHYM vs REPL
+125.1%
-57.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.9% |
| 7D | +3.7% | +28.8% | -25.1% | +3.6% |
| 30D | +5.6% | +57.3% | -51.8% | +5.4% |
| 3M | +19.7% | +73.6% | -53.9% | +19.6% |
| 6M | +35.3% | +582.8% | -547.6% | +41.5% |
| YTD | +18.7% | +112.9% | -94.2% | +11.7% |
| 1Y | +67.8% | +130.7% | -62.8% | +62.7% |
| All | +67.8% | +125.1% | -57.3% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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