-9.0%
CHYM vs OVV
+67.1%
-76.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +30.2% | +11.7% | +18.5% | +32.4% |
| 3M | +85.9% | +9.8% | +76.1% | +89.4% |
| 6M | +49.9% | +26.6% | +23.3% | +54.4% |
| YTD | +34.1% | +67.0% | -32.9% | +42.3% |
| 1Y | +37.0% | +55.9% | -18.9% | +39.6% |
| All | -9.0% | +67.1% | -76.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 all: compounded portfolio wealth divided by compounded OVV 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…
all analysis · Full analysis span regression · 6 months rolling