-11.1%
CHYM vs WYNN
+3.0%
-14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -2.3% | -4.2% | +1.9% | -0.5% |
| 30D | +4.4% | -14.6% | +19.1% | +11.7% |
| 3M | +91.3% | -18.4% | +109.7% | +108.7% |
| 6M | +44.0% | -11.9% | +55.9% | +51.4% |
| YTD | +31.1% | -26.6% | +57.7% | +48.1% |
| 1Y | +37.8% | -28.5% | +66.4% | +54.5% |
| All | -11.1% | +3.0% | -14.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling