-11.1%
CHYM vs NXT
+39.6%
-50.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.3% | -1.9% | -0.3% | -2.1% |
| 30D | +4.4% | -20.0% | +24.5% | +6.6% |
| 3M | +91.3% | -30.7% | +122.0% | +97.7% |
| 6M | +44.0% | -29.0% | +72.9% | +46.4% |
| YTD | +31.1% | -4.8% | +36.0% | +22.7% |
| 1Y | +37.8% | +22.8% | +15.0% | +27.7% |
| All | -11.1% | +39.6% | -50.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling