+124.0%
CNH vs ACM
+147.1%
-23.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +7.8% |
| 7D | +8.6% | +6.9% | +1.7% | +4.5% |
| 30D | +12.6% | +19.1% | -6.5% | +1.6% |
| 3M | +17.5% | -6.9% | +24.4% | +21.1% |
| 6M | +18.1% | -12.0% | +30.1% | +24.9% |
| YTD | +40.4% | -25.1% | +65.5% | +61.6% |
| 1Y | +34.0% | -45.4% | +79.4% | +86.9% |
| 3Y | +35.3% | -6.9% | +42.2% | +31.2% |
| 5Y | -5.1% | +3.7% | -8.8% | -14.1% |
| 10Y | +124.0% | +135.8% | -11.7% | +28.8% |
| All | +124.0% | +147.1% | -23.1% | +28.8% |
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