-8.5%
CHYM vs NTNX
-8.6%
+0.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +2.1% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | +6.1% | +1.6% | +4.5% | +5.5% |
| 3M | +103.4% | +37.3% | +66.1% | +82.7% |
| 6M | +64.8% | +72.3% | -7.5% | +35.9% |
| YTD | +35.0% | +31.0% | +4.0% | +16.5% |
| 1Y | +43.6% | -14.6% | +58.1% | +38.0% |
| All | -8.5% | -8.6% | +0.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 3y: compounded portfolio wealth divided by compounded NTNX 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…
3y analysis · Full analysis span regression · 6 months rolling