+36.2%
NOK vs CHYM
+44.6%
-8.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.0% |
| 7D | +8.7% | -2.9% | +11.6% | +8.8% |
| 30D | +12.5% | +3.0% | +9.5% | +12.2% |
| 3M | -20.7% | +98.7% | -119.5% | -26.0% |
| 6M | +36.2% | +46.4% | -10.3% | +31.6% |
| All | +36.2% | +44.6% | -8.5% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling