-49.7%
NRG vs CHYM
+71.1%
-120.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.9% | -19.4% | -14.1% |
| 7D | -13.7% | +3.7% | -17.4% | -14.1% |
| 30D | -13.6% | +5.6% | -19.2% | -14.1% |
| 3M | -28.5% | +19.7% | -48.2% | -30.6% |
| 6M | -45.8% | +35.3% | -81.0% | -49.1% |
| YTD | -46.9% | +18.7% | -65.6% | -50.0% |
| 1Y | -49.7% | +67.8% | -117.5% | -56.6% |
| All | -49.7% | +71.1% | -120.8% | -56.6% |
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 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