-10.9%
CHYM vs ABCL
+273.4%
-284.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.6% |
| 7D | +10.7% | -2.7% | +13.4% | +11.2% |
| 30D | +8.6% | -5.4% | +14.1% | +9.1% |
| 3M | +4.3% | +22.4% | -18.2% | -3.0% |
| 6M | +81.5% | +127.6% | -46.2% | +41.5% |
| YTD | +31.4% | +249.4% | -218.0% | -7.1% |
| 1Y | +62.2% | +198.0% | -135.8% | +16.2% |
| All | -10.9% | +273.4% | -284.3% | -30.0% |
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