+23.2%
RSP vs CHYM
-24.9%
+48.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -0.4% | +2.1% | -2.4% | -0.5% |
| 30D | -1.5% | +11.0% | -12.6% | -2.2% |
| 3M | +4.8% | +83.9% | -79.1% | -0.2% |
| 6M | +10.3% | +45.3% | -35.1% | +6.4% |
| YTD | +14.1% | +28.4% | -14.3% | +10.7% |
| 1Y | +17.0% | +32.2% | -15.2% | +12.2% |
| All | +23.2% | -24.9% | +48.1% | +19.3% |
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