-25.8%
ACN vs CNH
-17.7%
-8.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | +3.0% | -6.9% | -4.6% |
| 30D | +16.5% | -0.6% | +17.1% | +16.3% |
| 3M | +41.5% | +14.6% | +26.8% | +36.0% |
| 6M | +60.1% | +11.8% | +48.3% | +53.3% |
| YTD | -3.9% | +30.4% | -34.4% | -13.2% |
| 1Y | +4.1% | +19.1% | -15.0% | -3.5% |
| 3Y | -15.9% | +30.2% | -46.0% | -27.2% |
| All | -25.8% | -17.7% | -8.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling