-55.5%
ACHR vs CNH
+26.9%
-82.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +12.0% | +13.3% |
| 7D | +5.7% | -1.7% | +7.4% | +6.8% |
| 30D | -4.9% | -7.2% | +2.3% | -1.8% |
| 3M | -15.1% | +6.5% | -21.6% | -20.5% |
| 6M | -30.7% | +7.9% | -38.6% | -36.9% |
| YTD | -41.0% | +26.6% | -67.5% | -52.2% |
| 1Y | -50.0% | +13.8% | -63.8% | -56.7% |
| 3Y | -17.0% | +9.2% | -26.2% | -26.9% |
| 5Y | -29.4% | -15.6% | -13.8% | -31.5% |
| All | -55.5% | +26.9% | -82.4% | -58.2% |
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