-43.5%
ACN vs CAH
+392.8%
-436.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -7.9% | -5.1% | -2.8% | -6.8% |
| 30D | -1.1% | -1.8% | +0.7% | -0.7% |
| 3M | +5.6% | +9.4% | -3.8% | +3.7% |
| 6M | -9.9% | +9.2% | -19.2% | -11.6% |
| YTD | -32.3% | +15.7% | -48.0% | -34.7% |
| 1Y | -25.3% | +59.7% | -85.1% | -34.0% |
| 3Y | -42.3% | +178.5% | -220.7% | -56.8% |
| 5Y | -43.5% | +398.3% | -441.7% | -66.2% |
| All | -43.5% | +392.8% | -436.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling