+67.8%
CHYM vs ROP
+10.1%
+57.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +4.1% |
| 7D | +3.7% | +11.7% | -8.0% | -1.6% |
| 30D | +5.6% | +35.5% | -29.9% | -9.6% |
| 3M | +19.7% | +25.3% | -5.6% | +6.8% |
| 6M | +35.3% | +38.9% | -3.6% | +12.9% |
| YTD | +18.7% | +11.4% | +7.3% | +8.2% |
| 1Y | +67.8% | +10.3% | +57.5% | +54.5% |
| All | +67.8% | +10.1% | +57.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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