+37.0%
CHYM vs ACGL
+4.8%
+32.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +30.2% | -1.0% | +31.2% | +30.3% |
| 3M | +85.9% | +11.0% | +74.9% | +84.2% |
| 6M | +49.9% | -0.3% | +50.2% | +49.3% |
| YTD | +34.1% | +2.3% | +31.9% | +32.1% |
| 1Y | +37.0% | +6.4% | +30.6% | +30.4% |
| All | +37.0% | +4.8% | +32.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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