+21.3%
NOK vs CHYM
+71.1%
-49.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -2.9% |
| 7D | -10.4% | +3.7% | -14.1% | -10.6% |
| 30D | -19.0% | +5.6% | -24.6% | -19.2% |
| 3M | -16.7% | +19.7% | -36.5% | -18.6% |
| 6M | -37.1% | +35.3% | -72.4% | -39.1% |
| YTD | +27.7% | +18.7% | +9.0% | +23.8% |
| 1Y | +21.3% | +67.8% | -46.5% | +8.9% |
| All | +21.3% | +71.1% | -49.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling