-11.1%
CHYM vs NVMI
+63.6%
-74.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | +4.4% | -8.4% | +12.8% | +5.8% |
| 3M | +91.3% | -33.6% | +124.9% | +106.5% |
| 6M | +44.0% | -14.7% | +58.7% | +42.1% |
| YTD | +31.1% | +13.2% | +17.9% | +14.1% |
| 1Y | +37.8% | +29.0% | +8.8% | +14.4% |
| All | -11.1% | +63.6% | -74.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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