+161.0%
CNH vs ACI
+21.8%
+139.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.1% |
| 7D | +8.8% | -2.6% | +11.4% | +9.2% |
| 30D | +24.7% | +1.1% | +23.6% | +24.5% |
| 3M | +27.3% | -23.6% | +51.0% | +31.5% |
| 6M | +23.2% | -29.9% | +53.1% | +28.5% |
| YTD | +48.9% | -26.9% | +75.8% | +54.3% |
| 1Y | +19.4% | -34.2% | +53.7% | +25.4% |
| 3Y | +7.8% | -43.6% | +51.4% | +15.2% |
| 5Y | +8.7% | -42.4% | +51.1% | +14.0% |
| All | +161.0% | +21.8% | +139.2% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling