-12.0%
CHYM vs RPRX
+76.5%
-88.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -5.1% |
| 7D | -2.9% | -8.0% | +5.1% | -2.1% |
| 30D | +3.0% | +2.1% | +0.9% | +3.5% |
| 3M | +98.7% | +8.2% | +90.5% | +99.0% |
| 6M | +46.4% | +28.9% | +17.6% | +46.7% |
| YTD | +29.8% | +54.1% | -24.3% | +32.2% |
| 1Y | +40.5% | +65.5% | -25.1% | +42.0% |
| All | -12.0% | +76.5% | -88.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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