+74.8%
CHYM vs ABCL
+198.4%
-123.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +7.1% | -3.3% | +10.4% | +8.0% |
| 30D | +15.7% | -7.1% | +22.8% | +16.8% |
| 3M | +4.3% | +4.7% | -0.5% | -0.4% |
| 6M | +92.9% | +140.9% | -48.0% | +31.7% |
| YTD | +33.3% | +236.0% | -202.7% | -22.0% |
| 1Y | +74.8% | +217.4% | -142.6% | +5.7% |
| All | +74.8% | +198.4% | -123.6% | +5.7% |
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