+67.8%
CHYM vs OTIS
-9.8%
+77.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.1% | +4.6% |
| 7D | +3.7% | +9.5% | -5.8% | +0.7% |
| 30D | +5.6% | +21.1% | -15.5% | -1.2% |
| 3M | +19.7% | +9.0% | +10.7% | +16.5% |
| 6M | +35.3% | +6.4% | +28.8% | +33.4% |
| YTD | +18.7% | -7.1% | +25.8% | +24.2% |
| 1Y | +67.8% | -10.1% | +77.9% | +77.2% |
| All | +67.8% | -9.8% | +77.6% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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