+36.0%
DVN vs CHYM
+63.9%
-28.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.7% |
| 7D | -16.2% | +4.5% | -20.7% | -15.9% |
| 30D | -10.7% | +9.2% | -19.9% | -10.2% |
| 3M | +2.5% | +16.4% | -13.9% | +3.8% |
| 6M | -14.8% | +45.2% | -59.9% | -11.2% |
| YTD | +19.3% | +19.9% | -0.6% | +24.9% |
| 1Y | +36.0% | +57.8% | -21.9% | +35.0% |
| All | +36.0% | +63.9% | -28.0% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling