-35.3%
ORCL vs CHYM
-23.2%
-12.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +10.4% | +9.4% | +0.9% | +8.4% |
| 30D | -11.2% | +10.5% | -21.7% | -13.0% |
| 3M | -16.8% | +4.5% | -21.3% | -17.8% |
| 6M | -31.5% | +82.5% | -114.0% | -40.4% |
| YTD | -33.9% | +31.2% | -65.1% | -40.7% |
| 1Y | -43.3% | +63.5% | -106.8% | -49.0% |
| All | -35.3% | -23.2% | -12.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling