-0.4%
RCL vs CHYM
-23.3%
+22.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.9% | -2.3% | +0.3% | -1.6% |
| 30D | -15.5% | +4.4% | -20.0% | -16.3% |
| 3M | -9.7% | +91.3% | -101.0% | -21.7% |
| 6M | -8.7% | +44.0% | -52.7% | -17.2% |
| YTD | -5.8% | +31.1% | -36.9% | -14.2% |
| 1Y | -24.5% | +37.8% | -62.3% | -32.1% |
| All | -0.4% | -23.3% | +22.8% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling