+37.8%
CHYM vs OSCR
+64.1%
-26.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.3% | +1.6% | -3.9% | -2.5% |
| 30D | +4.4% | +10.7% | -6.2% | +3.0% |
| 3M | +91.3% | +13.4% | +78.0% | +86.2% |
| 6M | +44.0% | +144.6% | -100.6% | +17.8% |
| YTD | +31.1% | +128.0% | -96.9% | +8.2% |
| 1Y | +37.8% | +68.7% | -30.8% | +16.6% |
| All | +37.8% | +64.1% | -26.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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