-25.3%
ACN vs CAH
+58.4%
-83.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -7.9% | -5.1% | -2.8% | -7.6% |
| 30D | -1.1% | -1.8% | +0.7% | -0.9% |
| 3M | +5.6% | +9.4% | -3.8% | +5.6% |
| 6M | -9.9% | +9.2% | -19.2% | -9.9% |
| YTD | -32.3% | +15.7% | -48.0% | -32.1% |
| 1Y | -25.3% | +59.7% | -85.1% | -28.2% |
| All | -25.3% | +58.4% | -83.7% | -28.2% |
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