+40.8%
OXY vs CHYM
-23.3%
+64.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +2.8% | -2.3% | +5.1% | +2.7% |
| 30D | +5.5% | +4.4% | +1.0% | +5.7% |
| 3M | +11.3% | +91.3% | -80.0% | +16.4% |
| 6M | +11.6% | +44.0% | -32.4% | +15.8% |
| YTD | +51.6% | +31.1% | +20.5% | +56.4% |
| 1Y | +36.2% | +37.8% | -1.6% | +38.7% |
| All | +40.8% | -23.3% | +64.0% | +36.9% |
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