+40.5%
CHYM vs RF
+15.5%
+25.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.6% |
| 7D | -2.9% | -1.6% | -1.3% | -1.5% |
| 30D | +3.0% | -4.3% | +7.2% | +6.7% |
| 3M | +98.7% | +5.9% | +92.9% | +84.5% |
| 6M | +46.4% | +14.1% | +32.3% | +24.1% |
| YTD | +29.8% | +13.8% | +16.0% | +8.2% |
| 1Y | +40.5% | +15.2% | +25.2% | -1.8% |
| All | +40.5% | +15.5% | +25.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling