-6.9%
CHYM vs RF
+42.2%
-49.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | +12.0% | -4.0% | +16.0% | +15.0% |
| 3M | +102.4% | +5.6% | +96.8% | +91.6% |
| 6M | +52.7% | +13.1% | +39.6% | +35.8% |
| YTD | +37.3% | +13.6% | +23.7% | +21.8% |
| 1Y | +42.2% | +16.0% | +26.2% | +17.8% |
| All | -6.9% | +42.2% | -49.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling