+57.8%
CHYM vs ABCL
+127.6%
-69.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.4% | +3.4% |
| 7D | +4.5% | -14.9% | +19.4% | +8.4% |
| 30D | +9.2% | -15.4% | +24.5% | +12.8% |
| 3M | +16.4% | +88.0% | -71.6% | -8.3% |
| 6M | +45.2% | +138.8% | -93.7% | +4.3% |
| YTD | +19.9% | +225.4% | -205.5% | -22.2% |
| 1Y | +57.8% | +137.3% | -79.5% | +3.1% |
| All | +57.8% | +127.6% | -69.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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