-9.6%
CHYM vs RY
+62.0%
-71.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.7% |
| 7D | +7.1% | +0.6% | +6.5% | +6.5% |
| 30D | +15.7% | +5.0% | +10.7% | +9.3% |
| 3M | +4.3% | -5.3% | +9.6% | +10.6% |
| 6M | +92.9% | +13.8% | +79.1% | +59.1% |
| YTD | +33.3% | +21.0% | +12.3% | +1.4% |
| 1Y | +74.8% | +40.5% | +34.3% | +6.9% |
| All | -9.6% | +62.0% | -71.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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