-12.9%
CHYM vs XRT
+11.9%
-24.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -2.1% |
| 7D | +2.1% | -0.3% | +2.3% | +2.4% |
| 30D | +11.0% | -5.6% | +16.7% | +17.8% |
| 3M | +83.9% | +2.5% | +81.3% | +76.7% |
| 6M | +45.3% | +3.7% | +41.7% | +37.9% |
| YTD | +28.4% | +1.0% | +27.4% | +25.4% |
| 1Y | +32.2% | -1.2% | +33.4% | +29.8% |
| All | -12.9% | +11.9% | -24.8% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling