-6.9%
CHYM vs ALLE
+11.7%
-18.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.8% | +9.7% | +8.0% |
| 7D | +3.4% | -2.2% | +5.6% | +4.2% |
| 30D | +12.0% | -8.3% | +20.3% | +15.7% |
| 3M | +102.4% | +16.3% | +86.1% | +89.9% |
| 6M | +52.7% | +1.8% | +50.9% | +50.1% |
| YTD | +37.3% | -3.9% | +41.2% | +36.0% |
| 1Y | +42.2% | -10.0% | +52.2% | +44.8% |
| All | -6.9% | +11.7% | -18.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling