+7.0%
ACN vs CNH
+33.2%
-26.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.3% | -1.7% |
| 7D | -2.5% | +8.6% | -11.1% | -2.0% |
| 30D | +22.6% | +12.6% | +10.1% | +23.5% |
| 3M | +45.9% | +17.5% | +28.4% | +47.4% |
| 6M | +43.8% | +18.1% | +25.7% | +46.7% |
| YTD | -2.5% | +40.4% | -42.8% | -8.8% |
| All | +7.0% | +33.2% | -26.2% | +1.4% |
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