-6.9%
CHYM vs ACGL
+7.7%
-14.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.9% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | +12.0% | -2.2% | +14.2% | +12.2% |
| 3M | +102.4% | +6.3% | +96.1% | +101.3% |
| 6M | +52.7% | +0.5% | +52.2% | +52.6% |
| YTD | +37.3% | +0.2% | +37.1% | +35.9% |
| 1Y | +42.2% | +7.3% | +34.9% | +38.7% |
| All | -6.9% | +7.7% | -14.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling