-5.7%
ORLY vs CHYM
-23.3%
+17.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | -6.8% | +4.4% | -11.2% | -6.8% |
| 3M | -4.8% | +91.3% | -96.1% | -5.6% |
| 6M | -9.1% | +44.0% | -53.1% | -9.8% |
| YTD | -5.9% | +31.1% | -37.0% | -6.5% |
| 1Y | -20.4% | +37.8% | -58.2% | -20.6% |
| All | -5.7% | -23.3% | +17.5% | -5.1% |
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 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