+49.9%
XLE vs CHYM
+71.1%
-21.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.9% | -10.7% | -4.6% |
| 7D | -7.2% | +3.7% | -10.9% | -7.1% |
| 30D | +0.1% | +5.6% | -5.5% | +0.2% |
| 3M | +9.2% | +19.7% | -10.5% | +10.0% |
| 6M | +8.4% | +35.3% | -26.9% | +10.7% |
| YTD | +44.9% | +18.7% | +26.2% | +49.0% |
| 1Y | +49.9% | +67.8% | -17.9% | +49.1% |
| All | +49.9% | +71.1% | -21.2% | +49.1% |
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