-12.0%
CHYM vs ENTG
+76.8%
-88.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.7% |
| 7D | -2.9% | +5.1% | -8.0% | -3.8% |
| 30D | +3.0% | -8.5% | +11.5% | +4.3% |
| 3M | +98.7% | +6.7% | +92.0% | +88.2% |
| 6M | +46.4% | +17.7% | +28.7% | +33.6% |
| YTD | +29.8% | +63.5% | -33.7% | +4.8% |
| 1Y | +40.5% | +73.6% | -33.1% | +15.6% |
| All | -12.0% | +76.8% | -88.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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