-12.9%
CHYM vs ROL
-37.9%
+24.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.0% |
| 7D | +2.1% | -3.4% | +5.5% | +2.4% |
| 30D | +11.0% | -6.9% | +18.0% | +11.8% |
| 3M | +83.9% | -24.6% | +108.5% | +91.8% |
| 6M | +45.3% | -39.5% | +84.9% | +60.5% |
| YTD | +28.4% | -41.1% | +69.5% | +44.0% |
| 1Y | +32.2% | -37.9% | +70.1% | +48.0% |
| All | -12.9% | -37.9% | +24.9% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling