+55.5%
XLE vs CHYM
-24.9%
+80.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.0% |
| 7D | 0.0% | +2.1% | -2.1% | 0.0% |
| 30D | +12.6% | +11.0% | +1.6% | +12.8% |
| 3M | +11.8% | +83.9% | -72.1% | +13.8% |
| 6M | +16.1% | +45.3% | -29.3% | +18.2% |
| YTD | +46.9% | +28.4% | +18.5% | +49.5% |
| 1Y | +53.3% | +32.2% | +21.1% | +54.1% |
| All | +55.5% | -24.9% | +80.4% | +53.3% |
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