-6.9%
CHYM vs ROIV
+274.3%
-281.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +6.8% |
| 7D | +3.4% | +22.3% | -18.9% | -0.2% |
| 30D | +12.0% | +16.9% | -4.9% | +9.0% |
| 3M | +102.4% | +43.9% | +58.5% | +86.7% |
| 6M | +52.7% | +41.6% | +11.1% | +40.2% |
| YTD | +37.3% | +92.7% | -55.4% | +21.5% |
| 1Y | +42.2% | +210.2% | -168.0% | +26.6% |
| All | -6.9% | +274.3% | -281.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling