-46.6%
CPNG vs CHYM
-23.3%
-23.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.1% | -2.3% | +1.1% | -0.9% |
| 30D | -7.4% | +4.4% | -11.8% | -7.9% |
| 3M | -12.3% | +91.3% | -103.7% | -19.9% |
| 6M | -19.4% | +44.0% | -63.4% | -24.5% |
| YTD | -35.9% | +31.1% | -67.0% | -40.1% |
| 1Y | -53.4% | +37.8% | -91.2% | -56.5% |
| All | -46.6% | -23.3% | -23.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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