+54.2%
CVX vs CHYM
-24.0%
+78.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | -0.6% |
| 7D | +0.7% | -2.9% | +3.6% | +0.6% |
| 30D | +9.1% | +3.0% | +6.2% | +9.2% |
| 3M | +13.1% | +98.7% | -85.6% | +15.8% |
| 6M | +16.3% | +46.4% | -30.2% | +18.8% |
| YTD | +43.5% | +29.8% | +13.7% | +46.8% |
| 1Y | +40.2% | +40.5% | -0.3% | +42.7% |
| All | +54.2% | -24.0% | +78.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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