-12.9%
CHYM vs REPL
+53.5%
-66.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.3% |
| 7D | +2.1% | -5.7% | +7.8% | +2.1% |
| 30D | +11.0% | +22.5% | -11.4% | +10.7% |
| 3M | +83.9% | +64.7% | +19.2% | +82.2% |
| 6M | +45.3% | +83.0% | -37.7% | +43.3% |
| YTD | +28.4% | +52.0% | -23.6% | +26.8% |
| 1Y | +32.2% | +144.5% | -112.3% | +27.2% |
| All | -12.9% | +53.5% | -66.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling