-12.0%
CHYM vs RUN
+0.1%
-12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.3% |
| 7D | -2.9% | -3.4% | +0.4% | -2.7% |
| 30D | +3.0% | -14.0% | +16.9% | +4.3% |
| 3M | +98.7% | -27.5% | +126.2% | +104.0% |
| 6M | +46.4% | -29.0% | +75.4% | +49.4% |
| YTD | +29.8% | -53.1% | +82.9% | +38.7% |
| 1Y | +40.5% | -46.7% | +87.2% | +48.1% |
| All | -12.0% | +0.1% | -12.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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