-11.1%
CHYM vs NTR
+34.1%
-45.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | +4.4% | +16.8% | -12.3% | +3.8% |
| 3M | +91.3% | +20.7% | +70.6% | +89.6% |
| 6M | +44.0% | +0.5% | +43.4% | +44.7% |
| YTD | +31.1% | +29.2% | +1.9% | +25.1% |
| 1Y | +37.8% | +39.6% | -1.7% | +28.1% |
| All | -11.1% | +34.1% | -45.2% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling