+67.8%
CHYM vs ACM
-46.6%
+114.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +4.6% |
| 7D | +3.7% | +9.5% | -5.8% | -0.3% |
| 30D | +5.6% | +14.7% | -9.1% | -0.6% |
| 3M | +19.7% | -9.5% | +29.2% | +25.0% |
| 6M | +35.3% | -18.0% | +53.3% | +51.0% |
| YTD | +18.7% | -27.3% | +45.9% | +46.0% |
| 1Y | +67.8% | -47.0% | +114.8% | +133.6% |
| All | +67.8% | -46.6% | +114.4% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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