+37.0%
CHYM vs RNG
+144.7%
-107.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.4% |
| 7D | +1.7% | +5.8% | -4.1% | +0.1% |
| 30D | +30.2% | +19.6% | +10.6% | +23.7% |
| 3M | +85.9% | +67.0% | +18.9% | +59.6% |
| 6M | +49.9% | +88.4% | -38.5% | +21.7% |
| YTD | +34.1% | +155.5% | -121.4% | -2.3% |
| 1Y | +37.0% | +141.7% | -104.7% | +1.3% |
| All | +37.0% | +144.7% | -107.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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