-27.7%
ACHR vs CNH
-14.7%
-13.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +12.0% | +13.2% |
| 7D | +5.7% | -1.7% | +7.4% | +6.9% |
| 30D | -4.9% | -7.2% | +2.3% | -1.5% |
| 3M | -15.1% | +6.5% | -21.6% | -21.2% |
| 6M | -30.7% | +7.9% | -38.6% | -37.7% |
| YTD | -41.0% | +26.6% | -67.5% | -53.5% |
| 1Y | -50.0% | +13.8% | -63.8% | -57.6% |
| 3Y | -17.0% | +9.2% | -26.2% | -29.1% |
| All | -27.7% | -14.7% | -13.0% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling