+8.0%
XEL vs CHYM
+38.9%
-30.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +1.7% | -2.6% | -0.9% |
| 30D | -1.9% | +30.2% | -32.2% | -0.5% |
| 3M | -1.9% | +85.9% | -87.8% | +1.3% |
| 6M | -7.4% | +49.9% | -57.4% | -5.2% |
| YTD | +4.1% | +34.1% | -30.1% | +6.3% |
| 1Y | +8.0% | +37.0% | -29.0% | +8.5% |
| All | +8.0% | +38.9% | -30.8% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling