-12.9%
CHYM vs RL
+32.6%
-45.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | +2.1% | +1.9% | +0.2% | +1.0% |
| 30D | +11.0% | -12.2% | +23.2% | +19.1% |
| 3M | +83.9% | -6.6% | +90.5% | +90.4% |
| 6M | +45.3% | +3.2% | +42.2% | +41.1% |
| YTD | +28.4% | -1.3% | +29.7% | +28.7% |
| 1Y | +32.2% | +13.6% | +18.6% | +24.6% |
| All | -12.9% | +32.6% | -45.5% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling