+1.2%
RCL vs CHYM
-24.9%
+26.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | -0.5% | +2.1% | -2.5% | -0.9% |
| 30D | -17.3% | +11.0% | -28.4% | -19.0% |
| 3M | -2.8% | +83.9% | -86.7% | -15.0% |
| 6M | -4.4% | +45.3% | -49.7% | -13.2% |
| YTD | -4.2% | +28.4% | -32.5% | -12.4% |
| 1Y | -23.4% | +32.2% | -55.6% | -30.6% |
| All | +1.2% | -24.9% | +26.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling