+46.2%
SLB vs CHYM
+71.1%
-24.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.6% |
| 7D | -4.1% | +3.7% | -7.8% | -4.4% |
| 30D | +2.5% | +5.6% | -3.0% | +1.9% |
| 3M | +2.0% | +19.7% | -17.7% | +0.4% |
| 6M | -6.3% | +35.3% | -41.6% | -8.3% |
| YTD | +36.5% | +18.7% | +17.9% | +36.7% |
| 1Y | +46.2% | +67.8% | -21.6% | +39.7% |
| All | +46.2% | +71.1% | -24.8% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling