-9.6%
CHYM vs ALLE
+41.9%
-51.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +7.1% | +3.6% | +3.5% | +5.9% |
| 30D | +15.7% | +25.9% | -10.2% | +7.0% |
| 3M | +4.3% | +15.8% | -11.5% | -0.6% |
| 6M | +92.9% | +48.1% | +44.8% | +66.3% |
| YTD | +33.3% | +22.0% | +11.3% | +21.6% |
| 1Y | +74.8% | +18.0% | +56.8% | +61.5% |
| All | -9.6% | +41.9% | -51.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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