-34.9%
NOW vs CHYM
-24.0%
-10.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +1.4% |
| 7D | -9.9% | -2.9% | -7.0% | -9.4% |
| 30D | +2.8% | +3.0% | -0.1% | +1.9% |
| 3M | +23.7% | +98.7% | -75.0% | +1.9% |
| 6M | +12.5% | +46.4% | -34.0% | -0.8% |
| YTD | -14.4% | +29.8% | -44.2% | -23.3% |
| 1Y | -29.0% | +40.5% | -69.4% | -36.8% |
| All | -34.9% | -24.0% | -10.9% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling