+156.3%
ACN vs CNH
+134.0%
+22.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.3% | -5.2% |
| 7D | -2.5% | +8.6% | -11.1% | -4.9% |
| 30D | +22.6% | +12.6% | +10.1% | +18.4% |
| 3M | +45.9% | +17.5% | +28.4% | +37.8% |
| 6M | +43.8% | +18.1% | +25.7% | +34.0% |
| YTD | -2.5% | +40.4% | -42.8% | -15.1% |
| 1Y | +6.5% | +34.0% | -27.5% | -6.1% |
| 3Y | -14.2% | +35.3% | -49.5% | -27.3% |
| 5Y | -24.4% | -5.1% | -19.3% | -29.8% |
| 10Y | +156.3% | +124.0% | +32.3% | +75.3% |
| All | +156.3% | +134.0% | +22.4% | +75.3% |
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