-44.0%
ACN vs CHD
+19.3%
-63.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -6.3% | -4.2% | -2.2% | -5.1% |
| 30D | -1.4% | -7.6% | +6.2% | +1.0% |
| 3M | +2.6% | -1.6% | +4.2% | +3.4% |
| 6M | -14.3% | -6.3% | -8.0% | -12.6% |
| YTD | -33.1% | +14.6% | -47.7% | -35.7% |
| 1Y | -28.8% | +1.6% | -30.4% | -29.3% |
| 3Y | -43.0% | +3.1% | -46.1% | -44.5% |
| 5Y | -44.0% | +21.1% | -65.1% | -48.9% |
| All | -44.0% | +19.3% | -63.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling