+111.5%
NOK vs CHYM
-23.3%
+134.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.7% |
| 7D | +11.0% | -2.3% | +13.2% | +11.1% |
| 30D | +7.8% | +4.4% | +3.4% | +7.4% |
| 3M | -21.0% | +91.3% | -112.3% | -25.9% |
| 6M | +40.9% | +44.0% | -3.1% | +35.1% |
| YTD | +72.0% | +31.1% | +40.9% | +65.9% |
| 1Y | +140.9% | +37.8% | +103.1% | +128.7% |
| All | +111.5% | -23.3% | +134.8% | +104.9% |
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 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