-16.2%
CDNS vs CHYM
+38.9%
-55.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +1.7% | -15.7% | -14.3% |
| 30D | -13.2% | +30.2% | -43.4% | -18.8% |
| 3M | -28.9% | +85.9% | -114.8% | -39.6% |
| 6M | -4.2% | +49.9% | -54.1% | -15.0% |
| YTD | -6.4% | +34.1% | -40.5% | -16.1% |
| 1Y | -16.2% | +37.0% | -53.2% | -21.5% |
| All | -16.2% | +38.9% | -55.1% | -21.5% |
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