+93.1%
ACN vs CNH
+158.6%
-65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | -1.5% | -5.7% | +4.2% | +0.1% |
| 30D | +2.1% | +26.6% | -24.5% | -4.8% |
| 3M | +11.1% | +31.1% | -20.0% | +1.9% |
| 6M | -6.8% | +24.9% | -31.7% | -14.6% |
| YTD | -30.0% | +48.7% | -78.8% | -39.6% |
| 1Y | -23.1% | +22.2% | -45.3% | -29.6% |
| 3Y | -40.4% | +7.4% | -47.8% | -44.9% |
| 5Y | -41.6% | +10.8% | -52.4% | -47.9% |
| All | +93.1% | +158.6% | -65.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling