+37.8%
CHYM vs NTAP
+63.1%
-25.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | -1.4% |
| 7D | -2.3% | +7.4% | -9.6% | -4.4% |
| 30D | +4.4% | -1.4% | +5.8% | +4.7% |
| 3M | +91.3% | +24.6% | +66.7% | +78.8% |
| 6M | +44.0% | +105.9% | -61.9% | +7.0% |
| YTD | +31.1% | +88.5% | -57.4% | +2.7% |
| 1Y | +37.8% | +62.1% | -24.3% | +28.8% |
| All | +37.8% | +63.1% | -25.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling