-12.0%
CHYM vs ALC
-25.2%
+13.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.3% |
| 7D | -2.9% | -7.7% | +4.8% | +0.3% |
| 30D | +3.0% | -11.7% | +14.6% | +8.2% |
| 3M | +98.7% | +0.7% | +98.1% | +97.0% |
| 6M | +46.4% | -17.1% | +63.5% | +58.9% |
| YTD | +29.8% | -15.1% | +44.9% | +39.1% |
| 1Y | +40.5% | -14.1% | +54.6% | +49.6% |
| All | -12.0% | -25.2% | +13.3% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling