+15.4%
OKE vs CHYM
+48.2%
-32.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.0% |
| 7D | +1.2% | -2.3% | +3.5% | +1.1% |
| 30D | +4.5% | +4.4% | +0.1% | +5.0% |
| 3M | +9.6% | +91.3% | -81.7% | +20.7% |
| 6M | +15.4% | +44.0% | -28.6% | +22.8% |
| All | +15.4% | +48.2% | -32.8% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling