-12.0%
CHYM vs ROIV
+266.5%
-278.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -5.1% |
| 7D | -2.9% | +19.0% | -21.9% | -5.8% |
| 30D | +3.0% | +16.1% | -13.2% | +0.3% |
| 3M | +98.7% | +44.1% | +54.6% | +83.0% |
| 6M | +46.4% | +37.8% | +8.6% | +35.0% |
| YTD | +29.8% | +88.7% | -58.9% | +15.2% |
| 1Y | +40.5% | +197.3% | -156.9% | +24.9% |
| All | -12.0% | +266.5% | -278.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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