-11.1%
CHYM vs ROK
+34.9%
-46.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | 0.0% |
| 7D | -2.3% | -1.2% | -1.0% | -1.5% |
| 30D | +4.4% | -4.8% | +9.2% | +7.5% |
| 3M | +91.3% | -6.1% | +97.4% | +95.5% |
| 6M | +44.0% | +15.5% | +28.5% | +23.7% |
| YTD | +31.1% | +11.2% | +19.9% | +15.4% |
| 1Y | +37.8% | +23.8% | +14.0% | +12.0% |
| All | -11.1% | +34.9% | -46.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling