+62.3%
SLB vs CHYM
-24.0%
+86.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.3% |
| 30D | +4.9% | +3.0% | +1.9% | +4.7% |
| 3M | +1.4% | +98.7% | -97.3% | -2.2% |
| 6M | +17.6% | +46.4% | -28.8% | +15.7% |
| YTD | +48.3% | +29.8% | +18.5% | +46.7% |
| 1Y | +58.7% | +40.5% | +18.2% | +54.7% |
| All | +62.3% | -24.0% | +86.4% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling