-11.1%
CHYM vs TRU
-9.7%
-1.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -2.3% | -2.7% | +0.5% | -0.7% |
| 30D | +4.4% | -2.0% | +6.5% | +5.2% |
| 3M | +91.3% | +18.4% | +72.9% | +69.3% |
| 6M | +44.0% | +8.9% | +35.1% | +33.4% |
| YTD | +31.1% | -8.9% | +40.0% | +32.4% |
| 1Y | +37.8% | -15.9% | +53.7% | +42.8% |
| All | -11.1% | -9.7% | -1.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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