-11.1%
CHYM vs CNP
+11.3%
-22.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -1.4% | -0.8% | -2.9% |
| 30D | +4.4% | -2.9% | +7.4% | +3.1% |
| 3M | +91.3% | -7.5% | +98.8% | +85.9% |
| 6M | +44.0% | -7.9% | +51.9% | +40.3% |
| YTD | +31.1% | +3.7% | +27.4% | +28.0% |
| 1Y | +37.8% | +4.6% | +33.2% | +34.8% |
| All | -11.1% | +11.3% | -22.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling