-12.0%
CHYM vs RF
+42.4%
-54.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.6% |
| 7D | -2.9% | -1.6% | -1.3% | -1.8% |
| 30D | +3.0% | -4.3% | +7.2% | +5.9% |
| 3M | +98.7% | +5.9% | +92.9% | +87.7% |
| 6M | +46.4% | +14.1% | +32.3% | +29.2% |
| YTD | +29.8% | +13.8% | +16.0% | +15.0% |
| 1Y | +40.5% | +15.2% | +25.2% | +16.2% |
| All | -12.0% | +42.4% | -54.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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