+13.0%
XOM vs CHYM
+44.6%
-31.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.2% |
| 7D | +1.9% | -2.9% | +4.8% | +1.6% |
| 30D | +4.1% | +3.0% | +1.1% | +4.4% |
| 3M | +10.4% | +98.7% | -88.3% | +22.4% |
| 6M | +13.0% | +46.4% | -33.4% | +20.9% |
| All | +13.0% | +44.6% | -31.6% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling