-9.0%
CHYM vs RF
+44.7%
-53.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +0.8% |
| 30D | +30.2% | -3.6% | +33.9% | +33.1% |
| 3M | +85.9% | +8.1% | +77.8% | +73.0% |
| 6M | +49.9% | +11.5% | +38.4% | +35.1% |
| YTD | +34.1% | +15.6% | +18.6% | +17.6% |
| 1Y | +37.0% | +15.7% | +21.3% | +12.3% |
| All | -9.0% | +44.7% | -53.7% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling