-6.9%
CHYM vs NXT
+38.8%
-45.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.6% | +10.5% | +7.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +12.0% | -20.0% | +32.0% | +14.3% |
| 3M | +102.4% | -30.9% | +133.3% | +109.1% |
| 6M | +52.7% | -23.8% | +76.5% | +53.1% |
| YTD | +37.3% | -5.4% | +42.7% | +28.5% |
| 1Y | +42.2% | +28.0% | +14.1% | +31.4% |
| All | -6.9% | +38.8% | -45.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling