+21.8%
NU vs CHYM
-23.3%
+45.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | -4.9% | -2.3% | -2.6% | -4.7% |
| 30D | +7.8% | +4.4% | +3.4% | +7.1% |
| 3M | +20.9% | +91.3% | -70.4% | +9.7% |
| 6M | +0.9% | +44.0% | -43.1% | -6.0% |
| YTD | -12.7% | +31.1% | -43.8% | -18.0% |
| 1Y | -6.4% | +37.8% | -44.2% | -13.5% |
| All | +21.8% | -23.3% | +45.1% | +16.4% |
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