-12.0%
CHYM vs STRL
+141.0%
-152.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -5.3% |
| 7D | -2.9% | +5.4% | -8.3% | -3.2% |
| 30D | +3.0% | -9.0% | +12.0% | +3.4% |
| 3M | +98.7% | -37.1% | +135.8% | +103.0% |
| 6M | +46.4% | +17.8% | +28.6% | +35.6% |
| YTD | +29.8% | +58.3% | -28.5% | +8.5% |
| 1Y | +40.5% | +61.0% | -20.6% | +20.3% |
| All | -12.0% | +141.0% | -152.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 5y: compounded portfolio wealth divided by compounded STRL 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…
5y analysis · Full analysis span regression · 6 months rolling