-44.8%
ACHR vs CNH
+52.6%
-97.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.9% | -6.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.9% |
| 30D | -12.1% | +32.6% | -44.8% | -25.7% |
| 3M | +3.4% | +29.4% | -26.0% | -12.8% |
| 6M | -15.6% | +26.0% | -41.6% | -29.0% |
| YTD | -26.9% | +52.2% | -79.1% | -45.6% |
| 1Y | -34.8% | +23.9% | -58.6% | -44.9% |
| 3Y | -19.2% | +10.1% | -29.4% | -28.2% |
| 5Y | -43.8% | +13.2% | -56.9% | -50.1% |
| All | -44.8% | +52.6% | -97.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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