-49.5%
ORCL vs CHYM
+71.1%
-120.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.9% | -3.8% |
| 7D | -14.4% | +3.7% | -18.1% | -15.5% |
| 30D | -12.8% | +5.6% | -18.4% | -14.4% |
| 3M | -14.8% | +19.7% | -34.5% | -21.6% |
| 6M | -30.9% | +35.3% | -66.2% | -39.9% |
| YTD | -35.7% | +18.7% | -54.3% | -43.5% |
| 1Y | -49.5% | +67.8% | -117.3% | -58.4% |
| All | -49.5% | +71.1% | -120.6% | -58.4% |
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