-11.1%
CHYM vs OTIS
-25.6%
+14.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.7% |
| 30D | +4.4% | -6.0% | +10.4% | +5.5% |
| 3M | +91.3% | -0.9% | +92.2% | +91.7% |
| 6M | +44.0% | -17.3% | +61.3% | +46.5% |
| YTD | +31.1% | -19.6% | +50.7% | +33.8% |
| 1Y | +37.8% | -21.0% | +58.9% | +40.3% |
| All | -11.1% | -25.6% | +14.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling