-12.9%
CHYM vs STRL
+149.6%
-162.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -4.5% |
| 7D | +2.1% | +10.1% | -8.1% | +1.5% |
| 30D | +11.0% | -8.2% | +19.2% | +11.4% |
| 3M | +83.9% | -43.7% | +127.6% | +90.2% |
| 6M | +45.3% | +27.1% | +18.2% | +33.1% |
| YTD | +28.4% | +64.0% | -35.6% | +7.1% |
| 1Y | +32.2% | +75.2% | -43.0% | +12.6% |
| All | -12.9% | +149.6% | -162.5% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling