+1,697.2%
ACN vs CHD
+3,180.0%
-1,482.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -2.7% | +1.2% | -0.6% |
| 30D | +9.4% | -4.6% | +14.0% | +11.1% |
| 3M | +5.6% | +5.0% | +0.6% | +4.3% |
| 6M | -9.3% | -3.2% | -6.0% | -8.3% |
| YTD | -29.0% | +18.6% | -47.6% | -33.1% |
| 1Y | -24.7% | +4.8% | -29.5% | -26.2% |
| 3Y | -39.8% | +6.1% | -46.0% | -42.1% |
| 5Y | -40.9% | +24.0% | -64.9% | -46.8% |
| 10Y | +91.1% | +124.5% | -33.3% | +38.3% |
| All | +1,697.2% | +3,180.0% | -1,482.8% | +601.0% |
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 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