-12.0%
CHYM vs RJF
+20.9%
-32.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.6% |
| 7D | -2.9% | -4.2% | +1.3% | +0.3% |
| 30D | +3.0% | -3.6% | +6.6% | +5.9% |
| 3M | +98.7% | +15.6% | +83.1% | +76.8% |
| 6M | +46.4% | +17.6% | +28.8% | +28.5% |
| YTD | +29.8% | +9.2% | +20.6% | +18.5% |
| 1Y | +40.5% | +5.5% | +34.9% | +31.1% |
| All | -12.0% | +20.9% | -32.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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