+28.3%
RDW vs CHYM
+38.9%
-10.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -3.1% | +1.7% | -4.8% | -4.1% |
| 30D | -1.8% | +30.2% | -32.0% | -18.0% |
| 3M | -50.9% | +85.9% | -136.8% | -67.4% |
| 6M | +13.5% | +49.9% | -36.4% | -14.8% |
| YTD | +38.6% | +34.1% | +4.4% | +10.3% |
| 1Y | +28.3% | +37.0% | -8.8% | -8.8% |
| All | +28.3% | +38.9% | -10.6% | -8.8% |
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