+149.5%
CNH vs ACM
+128.0%
+21.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.1% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +24.7% | -12.9% | +37.6% | +33.8% |
| 3M | +27.3% | -6.4% | +33.7% | +30.8% |
| 6M | +23.2% | -29.2% | +52.4% | +48.6% |
| YTD | +48.9% | -29.9% | +78.9% | +78.4% |
| 1Y | +19.4% | -47.3% | +66.7% | +69.0% |
| 3Y | +7.8% | -19.6% | +27.4% | +14.9% |
| 5Y | +8.7% | +5.5% | +3.2% | -2.7% |
| 10Y | +149.5% | +129.7% | +19.8% | +41.9% |
| All | +149.5% | +128.0% | +21.6% | +41.9% |
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