-11.1%
CHYM vs ALC
-25.8%
+14.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -2.3% | -6.3% | +4.1% | +0.4% |
| 30D | +4.4% | -10.3% | +14.7% | +9.1% |
| 3M | +91.3% | -0.7% | +92.0% | +90.7% |
| 6M | +44.0% | -17.8% | +61.8% | +56.8% |
| YTD | +31.1% | -15.8% | +46.9% | +40.9% |
| 1Y | +37.8% | -16.7% | +54.6% | +48.7% |
| All | -11.1% | -25.8% | +14.7% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling