+76.6%
RIG vs CHYM
-23.3%
+99.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -3.1% | -2.3% | -0.8% | -3.0% |
| 30D | -0.5% | +4.4% | -5.0% | -0.7% |
| 3M | -6.0% | +91.3% | -97.3% | -7.7% |
| 6M | -10.1% | +44.0% | -54.1% | -10.6% |
| YTD | +37.3% | +31.1% | +6.2% | +36.8% |
| 1Y | +73.9% | +37.8% | +36.1% | +67.8% |
| All | +76.6% | -23.3% | +99.9% | +64.6% |
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