+37.0%
CHYM vs NTR
+43.1%
-6.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +1.7% | +8.1% | -6.4% | +1.2% |
| 30D | +30.2% | +18.8% | +11.5% | +28.6% |
| 3M | +85.9% | +16.2% | +69.7% | +84.0% |
| 6M | +49.9% | +9.8% | +40.2% | +47.9% |
| YTD | +34.1% | +30.9% | +3.3% | +24.2% |
| 1Y | +37.0% | +41.8% | -4.7% | +19.9% |
| All | +37.0% | +43.1% | -6.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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