-28.5%
ACN vs CNH
+20.6%
-49.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.4% | -4.2% |
| 7D | -4.8% | +8.8% | -13.6% | -4.5% |
| 30D | +1.9% | +24.7% | -22.8% | +2.5% |
| 3M | +3.9% | +27.3% | -23.5% | +4.6% |
| 6M | -15.0% | +23.2% | -38.2% | -13.5% |
| YTD | -31.9% | +48.9% | -80.8% | -35.9% |
| 1Y | -28.5% | +19.4% | -47.9% | -27.4% |
| All | -28.5% | +20.6% | -49.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling