-11.1%
CHYM vs ACGL
+7.7%
-18.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.3% | -2.0% | -0.2% | -2.1% |
| 30D | +4.4% | -1.2% | +5.7% | +4.5% |
| 3M | +91.3% | +5.4% | +85.9% | +90.4% |
| 6M | +44.0% | +1.4% | +42.6% | +43.9% |
| YTD | +31.1% | +0.2% | +30.9% | +29.9% |
| 1Y | +37.8% | +4.1% | +33.7% | +34.7% |
| All | -11.1% | +7.7% | -18.8% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling