+200.0%
VLO vs CHYM
-19.7%
+219.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.3% | +1.5% |
| 7D | +6.2% | +3.4% | +2.8% | +6.2% |
| 30D | +23.5% | +12.0% | +11.5% | +23.4% |
| 3M | +53.9% | +102.4% | -48.5% | +54.0% |
| 6M | +81.7% | +52.7% | +29.0% | +82.5% |
| YTD | +142.5% | +37.3% | +105.2% | +143.5% |
| 1Y | +145.4% | +42.2% | +103.3% | +142.3% |
| All | +200.0% | -19.7% | +219.6% | +190.6% |
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