+55.7%
XOP vs CHYM
-23.3%
+79.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +2.6% |
| 30D | +9.6% | +4.4% | +5.2% | +9.7% |
| 3M | +20.4% | +91.3% | -70.9% | +22.6% |
| 6M | +19.9% | +44.0% | -24.1% | +22.4% |
| YTD | +56.4% | +31.1% | +25.3% | +59.3% |
| 1Y | +52.4% | +37.8% | +14.6% | +52.2% |
| All | +55.7% | -23.3% | +79.0% | +50.7% |
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