+57.1%
XOM vs CHYM
-23.3%
+80.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.5% |
| 7D | +4.1% | -2.3% | +6.3% | +4.0% |
| 30D | +4.6% | +4.4% | +0.1% | +4.8% |
| 3M | +14.0% | +91.3% | -77.3% | +18.2% |
| 6M | +11.0% | +44.0% | -33.0% | +14.6% |
| YTD | +40.7% | +31.1% | +9.6% | +45.2% |
| 1Y | +52.3% | +37.8% | +14.5% | +55.8% |
| All | +57.1% | -23.3% | +80.4% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling