-15.2%
RDW vs CHYM
+63.9%
-79.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +1.0% | -20.9% | -20.4% |
| 7D | -32.4% | +4.5% | -37.0% | -34.2% |
| 30D | -41.7% | +9.2% | -50.9% | -44.8% |
| 3M | -42.3% | +16.4% | -58.7% | -50.3% |
| 6M | -28.8% | +45.2% | -73.9% | -48.0% |
| YTD | -18.6% | +19.9% | -38.5% | -33.3% |
| 1Y | -15.2% | +57.8% | -73.1% | -46.4% |
| All | -15.2% | +63.9% | -79.1% | -46.4% |
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