-12.9%
CHYM vs RF
+43.0%
-55.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.5% |
| 7D | +2.1% | +2.7% | -0.6% | +0.3% |
| 30D | +11.0% | -3.4% | +14.4% | +13.5% |
| 3M | +83.9% | +6.4% | +77.5% | +73.2% |
| 6M | +45.3% | +13.4% | +31.9% | +29.0% |
| YTD | +28.4% | +14.2% | +14.1% | +13.5% |
| 1Y | +32.2% | +15.7% | +16.5% | +9.2% |
| All | -12.9% | +43.0% | -55.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling