+65.3%
SLB vs CHYM
-19.7%
+85.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -0.5% |
| 7D | -1.9% | +3.4% | -5.3% | -2.1% |
| 30D | +7.8% | +12.0% | -4.2% | +7.0% |
| 3M | +2.7% | +102.4% | -99.7% | -1.1% |
| 6M | +22.2% | +52.7% | -30.5% | +19.8% |
| YTD | +51.1% | +37.3% | +13.8% | +48.9% |
| 1Y | +63.3% | +42.2% | +21.2% | +58.4% |
| All | +65.3% | -19.7% | +85.0% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling