-17.6%
ORCL vs CHYM
-24.9%
+7.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +3.3% |
| 7D | +15.0% | +2.1% | +12.9% | +14.5% |
| 30D | +10.5% | +11.0% | -0.5% | +8.1% |
| 3M | -23.0% | +83.9% | -106.9% | -33.1% |
| 6M | +7.0% | +45.3% | -38.4% | -3.5% |
| YTD | -15.8% | +28.4% | -44.2% | -23.8% |
| 1Y | -31.1% | +32.2% | -63.3% | -37.5% |
| All | -17.6% | -24.9% | +7.3% | -26.0% |
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