-11.1%
CHYM vs REPL
+34.3%
-45.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.0% |
| 7D | -2.3% | -14.1% | +11.8% | -2.1% |
| 30D | +4.4% | -15.2% | +19.7% | +4.6% |
| 3M | +91.3% | +49.9% | +41.4% | +89.8% |
| 6M | +44.0% | +63.5% | -19.6% | +42.1% |
| YTD | +31.1% | +32.9% | -1.8% | +29.7% |
| 1Y | +37.8% | +115.0% | -77.1% | +32.8% |
| All | -11.1% | +34.3% | -45.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling