-52.8%
ACHR vs CNH
+34.6%
-87.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.1% |
| 7D | +14.0% | +4.5% | +9.5% | +11.7% |
| 30D | -5.0% | +7.6% | -12.7% | -8.8% |
| 3M | -24.8% | +17.0% | -41.7% | -32.8% |
| 6M | -27.3% | +12.9% | -40.3% | -35.3% |
| YTD | -37.4% | +34.3% | -71.6% | -50.8% |
| 1Y | -44.3% | +28.5% | -72.8% | -55.0% |
| 3Y | -5.2% | +31.9% | -37.1% | -24.1% |
| 5Y | -20.8% | -9.6% | -11.2% | -25.5% |
| All | -52.8% | +34.6% | -87.4% | -57.0% |
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