-42.7%
ACHR vs CNH
+58.1%
-100.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -3.0% |
| 7D | -0.7% | +23.3% | -24.0% | -11.7% |
| 30D | +9.8% | +33.5% | -23.6% | -7.4% |
| 3M | -10.5% | +32.7% | -43.2% | -25.2% |
| 6M | -15.5% | +22.2% | -37.7% | -27.1% |
| YTD | -24.1% | +57.7% | -81.8% | -44.4% |
| 1Y | -32.4% | +28.0% | -60.4% | -43.7% |
| 3Y | -11.6% | +11.5% | -23.1% | -21.8% |
| 5Y | -42.9% | +11.9% | -54.8% | -50.1% |
| All | -42.7% | +58.1% | -100.8% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling