-11.1%
CHYM vs ROP
-31.1%
+20.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -4.6% | +2.4% | +0.4% |
| 30D | +4.4% | -1.7% | +6.1% | +5.3% |
| 3M | +91.3% | +17.1% | +74.2% | +70.6% |
| 6M | +44.0% | +10.9% | +33.1% | +33.5% |
| YTD | +31.1% | -12.1% | +43.2% | +37.5% |
| 1Y | +37.8% | -24.2% | +62.1% | +59.2% |
| All | -11.1% | -31.1% | +20.1% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling