+40.7%
SHEL vs CHYM
-24.0%
+64.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.3% |
| 7D | +3.9% | -2.9% | +6.8% | +3.9% |
| 30D | +7.0% | +3.0% | +4.0% | +7.0% |
| 3M | +12.5% | +98.7% | -86.2% | +14.4% |
| 6M | +14.8% | +46.4% | -31.7% | +16.4% |
| YTD | +34.2% | +29.8% | +4.4% | +35.6% |
| 1Y | +37.0% | +40.5% | -3.5% | +37.2% |
| All | +40.7% | -24.0% | +64.7% | +37.1% |
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