+34.4%
CNH vs ACI
-23.2%
+57.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.8% |
| 7D | +8.6% | -5.9% | +14.5% | +9.2% |
| 30D | +12.6% | +7.2% | +5.3% | +11.9% |
| 3M | +17.5% | +8.8% | +8.7% | +16.9% |
| 6M | +18.1% | -17.2% | +35.3% | +20.8% |
| YTD | +40.4% | -21.3% | +61.6% | +42.5% |
| All | +34.4% | -23.2% | +57.6% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling