-6.9%
CHYM vs REPL
+50.2%
-57.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.0% |
| 7D | +3.4% | -9.6% | +13.0% | +3.5% |
| 30D | +12.0% | +5.7% | +6.3% | +11.9% |
| 3M | +102.4% | +56.4% | +46.0% | +100.7% |
| 6M | +52.7% | +67.4% | -14.8% | +50.7% |
| YTD | +37.3% | +48.7% | -11.4% | +35.6% |
| 1Y | +42.2% | +148.3% | -106.1% | +36.8% |
| All | -6.9% | +50.2% | -57.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling