-12.3%
CHYM vs ABCL
+289.4%
-301.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +15.4% | +2.3% | +13.1% | +14.6% |
| 30D | +8.2% | -0.7% | +8.9% | +7.5% |
| 3M | +5.5% | +33.4% | -27.9% | -3.7% |
| 6M | +76.6% | +137.8% | -61.2% | +36.5% |
| YTD | +29.3% | +264.3% | -235.0% | -9.4% |
| 1Y | +53.1% | +209.2% | -156.1% | +8.7% |
| All | -12.3% | +289.4% | -301.7% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling