+5.0%
NXPI vs CHYM
-19.7%
+24.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.2% | -0.8% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | -4.3% | +12.0% | -16.3% | -5.2% |
| 3M | -24.7% | +102.4% | -127.1% | -30.1% |
| 6M | +9.7% | +52.7% | -42.9% | +4.2% |
| YTD | +3.8% | +37.3% | -33.5% | -0.7% |
| 1Y | +1.6% | +42.2% | -40.6% | -5.1% |
| All | +5.0% | -19.7% | +24.7% | -1.3% |
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