+62.5%
DRAM vs CHYM
+65.9%
-3.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.9% | -11.2% | -6.0% |
| 7D | -16.6% | +3.7% | -20.4% | -17.0% |
| 30D | -26.9% | +5.6% | -32.4% | -27.4% |
| 3M | -17.8% | +19.7% | -37.5% | -21.7% |
| 6M | +6.2% | +35.3% | -29.1% | -6.0% |
| All | +62.5% | +65.9% | -3.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling