+111.0%
USO vs CHYM
-24.0%
+135.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.4% | +11.0% | +5.0% |
| 7D | +11.5% | -2.9% | +14.4% | +11.2% |
| 30D | +24.1% | +3.0% | +21.2% | +24.6% |
| 3M | +17.9% | +98.7% | -80.8% | +27.9% |
| 6M | +49.6% | +46.4% | +3.2% | +59.0% |
| YTD | +129.0% | +29.8% | +99.2% | +142.1% |
| 1Y | +112.0% | +40.5% | +71.5% | +122.5% |
| All | +111.0% | -24.0% | +135.1% | +109.3% |
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