-11.1%
CHYM vs NYT
+22.1%
-33.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | +4.4% | +4.6% | -0.2% | +3.3% |
| 3M | +91.3% | -9.6% | +100.9% | +93.6% |
| 6M | +44.0% | -14.0% | +58.0% | +48.4% |
| YTD | +31.1% | -2.8% | +34.0% | +32.7% |
| 1Y | +37.8% | +15.6% | +22.3% | +37.0% |
| All | -11.1% | +22.1% | -33.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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