-7.6%
CDNS vs CHYM
-19.7%
+12.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.8% | -1.2% |
| 7D | -7.2% | +3.4% | -10.6% | -7.8% |
| 30D | -14.3% | +12.0% | -26.2% | -16.2% |
| 3M | -27.2% | +102.4% | -129.6% | -37.9% |
| 6M | -4.5% | +52.7% | -57.2% | -14.2% |
| YTD | -9.0% | +37.3% | -46.2% | -17.5% |
| 1Y | -21.3% | +42.2% | -63.5% | -29.0% |
| All | -7.6% | -19.7% | +12.1% | -13.4% |
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