+11.9%
ACN vs CAH
+38.5%
-26.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.3% | +3.0% |
| 7D | +8.6% | +7.0% | +1.6% | +7.1% |
| 30D | +36.6% | +12.4% | +24.2% | +33.6% |
| 3M | +56.3% | +12.2% | +44.2% | +52.5% |
| 6M | +49.7% | +33.2% | +16.5% | +48.1% |
| YTD | +1.3% | +28.4% | -27.0% | +1.4% |
| 1Y | +11.9% | +35.0% | -23.1% | +14.4% |
| All | +11.9% | +38.5% | -26.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling