-12.0%
CHYM vs RNG
+160.1%
-172.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +98.7% | +78.6% | +20.1% | +70.7% |
| 6M | +46.4% | +70.3% | -23.8% | +25.8% |
| YTD | +29.8% | +140.3% | -110.5% | +1.8% |
| 1Y | +40.5% | +126.6% | -86.2% | +11.0% |
| All | -12.0% | +160.1% | -172.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling