-12.0%
CHYM vs ACM
-42.8%
+30.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.7% | -4.6% |
| 7D | -2.9% | -5.9% | +3.0% | -0.3% |
| 30D | +3.0% | -6.2% | +9.2% | +5.5% |
| 3M | +98.7% | -7.9% | +106.6% | +102.1% |
| 6M | +46.4% | -30.6% | +77.0% | +78.5% |
| YTD | +29.8% | -33.3% | +63.1% | +63.8% |
| 1Y | +40.5% | -49.2% | +89.6% | +101.7% |
| All | -12.0% | -42.8% | +30.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling