-40.7%
ACN vs CHYM
-23.3%
-17.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.2% |
| 7D | -1.5% | -2.3% | +0.7% | -1.2% |
| 30D | +2.1% | +4.4% | -2.3% | +1.2% |
| 3M | +11.1% | +91.3% | -80.2% | -1.9% |
| 6M | -6.8% | +44.0% | -50.8% | -13.6% |
| YTD | -30.0% | +31.1% | -61.2% | -34.7% |
| 1Y | -23.1% | +37.8% | -61.0% | -29.5% |
| All | -40.7% | -23.3% | -17.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling