-11.1%
CHYM vs COPX
+111.6%
-122.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.3% | -2.3% | +0.1% | -1.6% |
| 30D | +4.4% | +0.3% | +4.2% | +4.3% |
| 3M | +91.3% | +6.8% | +84.5% | +87.1% |
| 6M | +44.0% | +7.9% | +36.0% | +38.9% |
| YTD | +31.1% | +23.7% | +7.4% | +14.2% |
| 1Y | +37.8% | +71.5% | -33.7% | +5.7% |
| All | -11.1% | +111.6% | -122.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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