-12.0%
CHYM vs ABCL
+226.9%
-238.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -4.2% |
| 7D | -2.9% | -9.6% | +6.7% | -0.6% |
| 30D | +3.0% | +7.2% | -4.2% | +0.4% |
| 3M | +98.7% | +105.5% | -6.8% | +62.0% |
| 6M | +46.4% | +193.0% | -146.6% | +10.1% |
| YTD | +29.8% | +205.8% | -176.1% | -3.9% |
| 1Y | +40.5% | +144.4% | -103.9% | +5.4% |
| All | -12.0% | +226.9% | -238.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling