+112.4%
CNH vs ACM
+155.0%
-42.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -1.7% | +5.4% | -7.1% | -4.7% |
| 30D | -7.2% | +15.1% | -22.3% | -14.7% |
| 3M | +6.5% | -10.5% | +17.0% | +12.1% |
| 6M | +7.9% | -19.7% | +27.6% | +20.2% |
| YTD | +26.6% | -28.8% | +55.4% | +49.7% |
| 1Y | +13.8% | -47.9% | +61.6% | +62.3% |
| 3Y | +9.2% | -12.4% | +21.6% | +9.8% |
| 5Y | -15.6% | +0.6% | -16.1% | -22.2% |
| All | +112.4% | +155.0% | -42.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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