-11.1%
CHYM vs NUE
+127.5%
-138.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | -2.3% | -0.6% | -1.6% | -2.1% |
| 30D | +4.4% | -4.6% | +9.0% | +5.2% |
| 3M | +91.3% | -0.3% | +91.6% | +90.9% |
| 6M | +44.0% | +51.9% | -7.9% | +25.6% |
| YTD | +31.1% | +60.0% | -28.9% | +11.5% |
| 1Y | +37.8% | +82.9% | -45.0% | +10.6% |
| All | -11.1% | +127.5% | -138.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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