-11.1%
CHYM vs NVT
+142.8%
-153.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.1% |
| 7D | -2.3% | +4.1% | -6.3% | -3.1% |
| 30D | +4.4% | -5.1% | +9.6% | +5.2% |
| 3M | +91.3% | -1.2% | +92.5% | +89.3% |
| 6M | +44.0% | +46.6% | -2.6% | +26.5% |
| YTD | +31.1% | +60.0% | -28.9% | +11.0% |
| 1Y | +37.8% | +70.8% | -32.9% | +16.9% |
| All | -11.1% | +142.8% | -153.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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