-7.4%
CDNS vs CHYM
-24.0%
+16.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +1.2% |
| 7D | -6.5% | -2.9% | -3.6% | -6.1% |
| 30D | -13.0% | +3.0% | -16.0% | -13.6% |
| 3M | -26.0% | +98.7% | -124.7% | -36.8% |
| 6M | -2.8% | +46.4% | -49.3% | -12.0% |
| YTD | -8.8% | +29.8% | -38.6% | -16.6% |
| 1Y | -15.8% | +40.5% | -56.3% | -23.7% |
| All | -7.4% | -24.0% | +16.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling