+37.8%
CHYM vs EQNR
+93.1%
-55.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.9% |
| 7D | -2.3% | +6.4% | -8.7% | -0.9% |
| 30D | +4.4% | +10.4% | -5.9% | +6.8% |
| 3M | +91.3% | +23.1% | +68.2% | +102.5% |
| 6M | +44.0% | +36.3% | +7.7% | +52.9% |
| YTD | +31.1% | +96.0% | -64.9% | +38.9% |
| 1Y | +37.8% | +94.2% | -56.4% | +46.8% |
| All | +37.8% | +93.1% | -55.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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