+3.4%
NU vs CHYM
+38.9%
-35.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +7.5% | +1.7% | +5.8% | +7.2% |
| 30D | +6.1% | +30.2% | -24.1% | +1.6% |
| 3M | +26.8% | +85.9% | -59.1% | +13.5% |
| 6M | +2.5% | +49.9% | -47.4% | -6.3% |
| YTD | -8.2% | +34.1% | -42.3% | -14.9% |
| 1Y | +3.4% | +37.0% | -33.7% | -5.2% |
| All | +3.4% | +38.9% | -35.5% | -5.2% |
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