-6.9%
CHYM vs RVTY
+30.2%
-37.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.5% | +8.2% |
| 7D | +3.4% | -5.4% | +8.8% | +6.3% |
| 30D | +12.0% | +6.7% | +5.2% | +8.1% |
| 3M | +102.4% | +19.0% | +83.4% | +83.3% |
| 6M | +52.7% | +34.6% | +18.0% | +28.4% |
| YTD | +37.3% | +28.3% | +9.0% | +19.4% |
| 1Y | +42.2% | +46.0% | -3.9% | +19.5% |
| All | -6.9% | +30.2% | -37.1% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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