+7.6%
ACN vs CNH
+31.1%
-23.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.8% |
| 7D | -4.0% | +6.7% | -10.7% | -3.6% |
| 30D | +19.0% | +7.2% | +11.8% | +19.5% |
| 3M | +42.2% | +17.5% | +24.7% | +43.7% |
| 6M | +50.1% | +15.0% | +35.2% | +52.9% |
| YTD | -2.7% | +36.8% | -39.5% | -9.7% |
| 1Y | +7.6% | +27.6% | -20.0% | +2.4% |
| All | +7.6% | +31.1% | -23.5% | +2.4% |
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