-11.1%
CHYM vs RL
+29.5%
-40.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -2.3% | -3.4% | +1.2% | -0.5% |
| 30D | +4.4% | -14.4% | +18.9% | +13.4% |
| 3M | +91.3% | -13.6% | +104.9% | +106.2% |
| 6M | +44.0% | +0.6% | +43.4% | +41.5% |
| YTD | +31.1% | -3.6% | +34.7% | +32.9% |
| 1Y | +37.8% | +8.3% | +29.5% | +32.1% |
| All | -11.1% | +29.5% | -40.5% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling