-14.9%
CNH vs ACI
-43.3%
+28.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -7.2% | +10.3% | -17.5% | -8.8% |
| 3M | +6.5% | +7.2% | -0.6% | +5.2% |
| 6M | +7.9% | -18.0% | +25.9% | +10.8% |
| YTD | +26.6% | -22.0% | +48.6% | +30.8% |
| 1Y | +13.8% | -23.4% | +37.1% | +17.9% |
| 3Y | +9.2% | -35.8% | +45.0% | +16.4% |
| All | -14.9% | -43.3% | +28.5% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling