+66.7%
SLB vs CHYM
-21.5%
+88.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +15.8% | +30.2% | -14.4% | +14.1% |
| 3M | -0.3% | +85.9% | -86.3% | -3.5% |
| 6M | +21.3% | +49.9% | -28.6% | +19.1% |
| YTD | +52.3% | +34.1% | +18.2% | +50.3% |
| 1Y | +63.6% | +37.0% | +26.6% | +58.9% |
| All | +66.7% | -21.5% | +88.2% | +56.5% |
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