-11.1%
CHYM vs CGNX
+112.0%
-123.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -2.3% | +3.2% | -5.4% | -2.6% |
| 30D | +4.4% | +6.0% | -1.6% | +3.7% |
| 3M | +91.3% | +3.5% | +87.8% | +88.9% |
| 6M | +44.0% | +26.3% | +17.7% | +38.0% |
| YTD | +31.1% | +79.2% | -48.1% | +14.2% |
| 1Y | +37.8% | +43.8% | -6.0% | +29.2% |
| All | -11.1% | +112.0% | -123.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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