+37.0%
CHYM vs REPL
+161.1%
-124.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.3% |
| 7D | +1.7% | -3.0% | +4.7% | +1.7% |
| 30D | +30.2% | +27.1% | +3.1% | +29.9% |
| 3M | +85.9% | +52.4% | +33.5% | +84.5% |
| 6M | +49.9% | +107.4% | -57.5% | +48.4% |
| YTD | +34.1% | +54.7% | -20.6% | +33.7% |
| 1Y | +37.0% | +158.9% | -121.9% | +28.9% |
| All | +37.0% | +161.1% | -124.1% | +28.9% |
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