-11.1%
CHYM vs XRT
+10.7%
-21.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | -0.4% |
| 7D | -2.3% | -3.2% | +0.9% | +1.0% |
| 30D | +4.4% | -4.5% | +8.9% | +9.4% |
| 3M | +91.3% | -3.1% | +94.4% | +95.4% |
| 6M | +44.0% | +4.2% | +39.7% | +35.7% |
| YTD | +31.1% | -0.1% | +31.2% | +29.3% |
| 1Y | +37.8% | -3.0% | +40.9% | +37.3% |
| All | -11.1% | +10.7% | -21.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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