-24.1%
NU vs CHYM
+71.1%
-95.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.6% | +2.1% |
| 7D | +0.2% | +3.7% | -3.5% | -0.5% |
| 30D | -21.0% | +5.6% | -26.6% | -21.7% |
| 3M | -16.3% | +19.7% | -36.0% | -19.1% |
| 6M | -15.3% | +35.3% | -50.6% | -20.9% |
| YTD | -28.4% | +18.7% | -47.0% | -32.8% |
| 1Y | -24.1% | +67.8% | -91.9% | -31.9% |
| All | -24.1% | +71.1% | -95.2% | -31.9% |
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