-6.9%
CHYM vs XYL
-13.4%
+6.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.1% | +8.0% | +7.6% |
| 7D | +3.4% | +0.8% | +2.6% | +2.7% |
| 30D | +12.0% | -10.8% | +22.8% | +20.0% |
| 3M | +102.4% | -2.5% | +104.9% | +102.0% |
| 6M | +52.7% | -12.2% | +64.9% | +62.4% |
| YTD | +37.3% | -20.1% | +57.3% | +53.1% |
| 1Y | +42.2% | -20.6% | +62.8% | +61.7% |
| All | -6.9% | -13.4% | +6.5% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling