+57.8%
CHYM vs WYNN
-34.2%
+92.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +3.2% |
| 7D | +4.5% | +6.9% | -2.3% | +0.4% |
| 30D | +9.2% | +3.5% | +5.6% | +6.7% |
| 3M | +16.4% | -21.4% | +37.8% | +34.4% |
| 6M | +45.2% | -25.0% | +70.1% | +72.6% |
| YTD | +19.9% | -33.6% | +53.5% | +55.8% |
| 1Y | +57.8% | -36.0% | +93.9% | +110.4% |
| All | +57.8% | -34.2% | +92.0% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling