-11.1%
CHYM vs ACM
-42.2%
+31.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -2.3% | -4.6% | +2.3% | -0.2% |
| 30D | +4.4% | +4.1% | +0.4% | +2.1% |
| 3M | +91.3% | -8.3% | +99.6% | +95.3% |
| 6M | +44.0% | -30.1% | +74.0% | +75.0% |
| YTD | +31.1% | -32.6% | +63.7% | +64.7% |
| 1Y | +37.8% | -49.6% | +87.4% | +99.3% |
| All | -11.1% | -42.2% | +31.1% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling