-9.6%
CHYM vs ABCL
+259.1%
-268.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +7.1% | -3.3% | +10.4% | +7.8% |
| 30D | +15.7% | -7.1% | +22.8% | +16.6% |
| 3M | +4.3% | +4.7% | -0.5% | +0.9% |
| 6M | +92.9% | +140.9% | -48.0% | +48.7% |
| YTD | +33.3% | +236.0% | -202.7% | -5.0% |
| 1Y | +74.8% | +217.4% | -142.6% | +25.3% |
| All | -9.6% | +259.1% | -268.7% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling