+37.0%
CHYM vs RL
+13.6%
+23.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.9% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | +30.2% | -7.8% | +38.0% | +37.0% |
| 3M | +85.9% | -4.0% | +89.9% | +89.7% |
| 6M | +49.9% | -1.9% | +51.8% | +50.3% |
| YTD | +34.1% | -0.2% | +34.3% | +33.3% |
| 1Y | +37.0% | +10.7% | +26.3% | +24.6% |
| All | +37.0% | +13.6% | +23.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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