+12.8%
CNH vs ACI
-40.4%
+53.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.1% |
| 7D | +23.3% | +0.2% | +23.1% | +23.3% |
| 30D | +33.5% | +5.9% | +27.5% | +32.5% |
| 3M | +32.7% | -19.8% | +52.5% | +36.4% |
| 6M | +22.2% | -24.7% | +46.9% | +26.5% |
| YTD | +57.7% | -24.4% | +82.1% | +63.0% |
| 1Y | +28.0% | -31.5% | +59.5% | +34.5% |
| All | +12.8% | -40.4% | +53.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling