+37.8%
CHYM vs ROL
-37.8%
+75.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | +4.4% | -4.9% | +9.3% | +4.9% |
| 3M | +91.3% | -25.8% | +117.1% | +100.3% |
| 6M | +44.0% | -37.6% | +81.5% | +58.1% |
| YTD | +31.1% | -41.5% | +72.6% | +48.5% |
| 1Y | +37.8% | -39.5% | +77.3% | +57.6% |
| All | +37.8% | -37.8% | +75.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling