+2,325.1%
ACN vs CHD
+3,618.7%
-1,293.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.7% | +0.4% | -6.1% | -5.9% |
| 30D | +17.0% | +11.6% | +5.5% | +12.9% |
| 3M | +39.9% | +10.7% | +29.2% | +35.2% |
| 6M | +50.2% | +20.2% | +30.0% | +41.6% |
| YTD | -4.2% | +34.5% | -38.7% | -13.4% |
| 1Y | +4.3% | +32.6% | -28.3% | -5.3% |
| 3Y | -17.1% | +29.1% | -46.2% | -25.2% |
| 5Y | -26.5% | +31.5% | -58.0% | -35.0% |
| 10Y | +147.7% | +190.9% | -43.2% | +64.9% |
| All | +2,325.1% | +3,618.7% | -1,293.5% | +807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling