+20.2%
XLB vs CHYM
-24.9%
+45.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -0.2% | +2.1% | -2.3% | -0.4% |
| 30D | -1.7% | +11.0% | -12.8% | -2.3% |
| 3M | +4.4% | +83.9% | -79.5% | +0.4% |
| 6M | +5.0% | +45.3% | -40.3% | +2.2% |
| YTD | +15.5% | +28.4% | -12.9% | +12.8% |
| 1Y | +14.9% | +32.2% | -17.3% | +10.6% |
| All | +20.2% | -24.9% | +45.1% | +15.5% |
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