-37.4%
NFLX vs CHYM
-19.7%
-17.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.9% | -7.9% | -1.6% |
| 7D | -8.1% | +3.4% | -11.5% | -8.4% |
| 30D | -0.3% | +12.0% | -12.3% | -1.3% |
| 3M | -6.6% | +102.4% | -109.0% | -12.3% |
| 6M | -22.7% | +52.7% | -75.3% | -26.2% |
| YTD | -18.9% | +37.3% | -56.2% | -22.9% |
| 1Y | -39.8% | +42.2% | -82.0% | -43.9% |
| All | -37.4% | -19.7% | -17.8% | -40.8% |
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