-6.9%
CHYM vs NTAP
+84.9%
-91.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.3% | +7.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.7% |
| 30D | +12.0% | -7.0% | +19.0% | +14.1% |
| 3M | +102.4% | +12.3% | +90.1% | +95.4% |
| 6M | +52.7% | +85.1% | -32.4% | +21.9% |
| YTD | +37.3% | +74.8% | -37.5% | +12.1% |
| 1Y | +42.2% | +52.7% | -10.5% | +24.0% |
| All | -6.9% | +84.9% | -91.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling