+37.8%
CHYM vs OKTA
+83.4%
-45.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.7% |
| 7D | -2.3% | -2.4% | +0.2% | -1.6% |
| 30D | +4.4% | +13.0% | -8.6% | +0.3% |
| 3M | +91.3% | +41.7% | +49.6% | +68.1% |
| 6M | +44.0% | +105.9% | -62.0% | +6.5% |
| YTD | +31.1% | +92.6% | -61.4% | -0.1% |
| 1Y | +37.8% | +81.1% | -43.2% | +9.5% |
| All | +37.8% | +83.4% | -45.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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