-11.1%
CHYM vs ACI
-40.4%
+29.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +1.1% |
| 7D | -2.3% | -3.7% | +1.5% | -2.4% |
| 30D | +4.4% | +0.6% | +3.8% | +4.5% |
| 3M | +91.3% | -20.3% | +111.6% | +86.5% |
| 6M | +44.0% | -24.7% | +68.6% | +38.9% |
| YTD | +31.1% | -27.2% | +58.3% | +25.4% |
| 1Y | +37.8% | -32.7% | +70.6% | +27.0% |
| All | -11.1% | -40.4% | +29.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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