-6.0%
CDNS vs CHYM
-23.3%
+17.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.4% |
| 7D | -1.1% | -2.3% | +1.1% | -0.8% |
| 30D | -10.4% | +4.4% | -14.9% | -11.3% |
| 3M | -24.6% | +91.3% | -115.9% | -34.9% |
| 6M | -1.6% | +44.0% | -45.6% | -10.7% |
| YTD | -7.4% | +31.1% | -38.5% | -15.4% |
| 1Y | -18.4% | +37.8% | -56.3% | -25.9% |
| All | -6.0% | -23.3% | +17.3% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling