-12.0%
CHYM vs ALB
+94.6%
-106.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -5.2% |
| 7D | -2.9% | -7.6% | +4.7% | -2.4% |
| 30D | +3.0% | -5.6% | +8.6% | +3.3% |
| 3M | +98.7% | -16.8% | +115.6% | +100.1% |
| 6M | +46.4% | -26.3% | +72.7% | +47.1% |
| YTD | +29.8% | -13.2% | +43.0% | +26.4% |
| 1Y | +40.5% | +68.8% | -28.3% | +27.4% |
| All | -12.0% | +94.6% | -106.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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