+352.6%
ACN vs CNH
+32.2%
+320.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.5% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | +33.5% | -7.2% | +40.8% | +35.8% |
| 3M | +53.5% | +6.5% | +46.9% | +49.3% |
| 6M | +52.2% | +7.9% | +44.4% | +45.9% |
| YTD | -0.1% | +26.6% | -26.7% | -9.8% |
| 1Y | +11.0% | +13.8% | -2.7% | +3.3% |
| 3Y | -11.8% | +9.2% | -21.0% | -19.5% |
| 5Y | -22.8% | -15.6% | -7.2% | -25.5% |
| 10Y | +162.4% | +119.2% | +43.2% | +81.5% |
| All | +352.6% | +32.2% | +320.4% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling