+40.3%
OKE vs CHYM
+62.2%
-21.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.9% | -9.6% | -3.4% |
| 7D | -5.2% | +3.7% | -9.0% | -5.0% |
| 30D | +1.1% | +5.6% | -4.4% | +1.4% |
| 3M | +2.2% | +19.7% | -17.5% | +3.7% |
| 6M | 0.0% | +35.3% | -35.3% | +3.3% |
| YTD | +26.5% | +18.7% | +7.9% | +32.0% |
| All | +40.3% | +62.2% | -21.9% | +46.6% |
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