-41.6%
ORCL vs CHYM
+69.1%
-110.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | +8.0% | +7.1% | +0.9% | +5.6% |
| 30D | -4.0% | +15.7% | -19.7% | -8.5% |
| 3M | -19.5% | +4.3% | -23.7% | -21.0% |
| 6M | -33.5% | +92.9% | -126.4% | -49.3% |
| YTD | -34.8% | +33.3% | -68.1% | -45.2% |
| 1Y | -41.6% | +74.8% | -116.4% | -53.1% |
| All | -41.6% | +69.1% | -110.7% | -53.1% |
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