+30.2%
CNH vs ACI
-31.5%
+61.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +3.0% | +2.3% | +0.8% | +2.7% |
| 30D | -0.6% | +1.2% | -1.8% | -0.8% |
| 3M | +14.6% | +6.8% | +7.8% | +13.6% |
| 6M | +11.8% | -18.7% | +30.5% | +14.6% |
| YTD | +30.4% | -20.2% | +50.6% | +33.8% |
| 1Y | +19.1% | -23.7% | +42.8% | +23.0% |
| 3Y | +30.2% | -31.6% | +61.8% | +36.0% |
| All | +30.2% | -31.5% | +61.7% | +36.0% |
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