+46.4%
CHYM vs RNG
+66.0%
-19.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.2% |
| 7D | -2.9% | -9.6% | +6.7% | -0.5% |
| 30D | +3.0% | +8.8% | -5.8% | +0.7% |
| 3M | +98.7% | +78.6% | +20.1% | +69.5% |
| 6M | +46.4% | +70.3% | -23.8% | +23.7% |
| All | +46.4% | +66.0% | -19.6% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling