+46.0%
XOM vs CHYM
+38.9%
+7.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.9% |
| 30D | +5.9% | +30.2% | -24.4% | +7.2% |
| 3M | +5.6% | +85.9% | -80.3% | +9.6% |
| 6M | +7.9% | +49.9% | -42.1% | +11.9% |
| YTD | +35.2% | +34.1% | +1.0% | +40.4% |
| 1Y | +46.0% | +37.0% | +9.0% | +47.1% |
| All | +46.0% | +38.9% | +7.1% | +47.1% |
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