-6.9%
CHYM vs ROP
-30.8%
+23.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.3% | +7.7% |
| 7D | +3.4% | -6.1% | +9.5% | +7.1% |
| 30D | +12.0% | -3.4% | +15.3% | +14.0% |
| 3M | +102.4% | +16.7% | +85.7% | +81.1% |
| 6M | +52.7% | +8.1% | +44.6% | +44.3% |
| YTD | +37.3% | -11.7% | +48.9% | +43.5% |
| 1Y | +42.2% | -24.2% | +66.4% | +64.2% |
| All | -6.9% | -30.8% | +23.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling