+37.0%
CHYM vs XYL
-23.4%
+60.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.6% |
| 7D | +1.7% | -5.0% | +6.7% | +5.1% |
| 30D | +30.2% | -13.2% | +43.5% | +42.3% |
| 3M | +85.9% | -3.7% | +89.6% | +86.4% |
| 6M | +49.9% | -17.7% | +67.6% | +67.7% |
| YTD | +34.1% | -21.5% | +55.7% | +48.9% |
| 1Y | +37.0% | -24.5% | +61.5% | +62.8% |
| All | +37.0% | -23.4% | +60.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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