+102.4%
CHYM vs XYL
-2.4%
+104.8%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.1% | +8.0% | +7.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | +12.0% | -10.8% | +22.8% | +16.4% |
| 3M | +102.4% | -2.5% | +104.9% | +93.6% |
| All | +102.4% | -2.4% | +104.8% | +93.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling