-52.9%
ORCL vs CHYM
+34.7%
-87.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | +0.1% | -3.7% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +5.1% | +3.0% | +2.2% | +4.1% |
| 3M | -23.7% | +98.7% | -122.5% | -40.2% |
| 6M | +3.1% | +46.4% | -43.4% | -11.6% |
| YTD | -20.8% | +29.8% | -50.6% | -31.1% |
| 1Y | -52.9% | +40.5% | -93.3% | -57.1% |
| All | -52.9% | +34.7% | -87.6% | -57.1% |
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