-12.9%
CHYM vs ACI
-40.1%
+27.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.4% |
| 7D | +2.1% | -2.6% | +4.6% | +2.0% |
| 30D | +11.0% | +1.1% | +9.9% | +11.1% |
| 3M | +83.9% | -23.6% | +107.5% | +77.5% |
| 6M | +45.3% | -29.9% | +75.3% | +39.1% |
| YTD | +28.4% | -26.9% | +55.2% | +22.8% |
| 1Y | +32.2% | -34.2% | +66.5% | +20.6% |
| All | -12.9% | -40.1% | +27.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling