+67.8%
CHYM vs ALC
+4.2%
+63.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.8% | -0.9% | +3.1% |
| 7D | +3.7% | +10.7% | -7.0% | -0.4% |
| 30D | +5.6% | +20.2% | -14.6% | -1.8% |
| 3M | +19.7% | +8.9% | +10.8% | +15.6% |
| 6M | +35.3% | +5.7% | +29.6% | +29.7% |
| YTD | +18.7% | -1.4% | +20.1% | +20.3% |
| 1Y | +67.8% | +4.7% | +63.1% | +73.6% |
| All | +67.8% | +4.2% | +63.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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