+340.7%
ACN vs CNH
+42.8%
+297.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | -4.0% | +6.7% | -10.7% | -5.9% |
| 30D | +19.0% | +7.2% | +11.8% | +16.4% |
| 3M | +42.2% | +17.5% | +24.7% | +34.6% |
| 6M | +50.1% | +15.0% | +35.2% | +41.2% |
| YTD | -2.7% | +36.8% | -39.5% | -14.1% |
| 1Y | +7.6% | +27.6% | -20.0% | -3.2% |
| 3Y | -15.9% | +34.3% | -50.2% | -27.8% |
| 5Y | -24.4% | -12.2% | -12.2% | -27.8% |
| 10Y | +151.4% | +113.9% | +37.5% | +73.8% |
| All | +340.7% | +42.8% | +297.9% | +220.1% |
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