-14.8%
ACN vs CHD
+29.7%
-44.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +19.0% | +12.2% | +6.8% | +15.3% |
| 3M | +42.2% | +9.3% | +32.9% | +38.6% |
| 6M | +50.1% | +24.3% | +25.9% | +43.4% |
| YTD | -2.7% | +34.9% | -37.6% | -9.2% |
| 1Y | +7.6% | +32.7% | -25.1% | +0.7% |
| All | -14.8% | +29.7% | -44.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling