+19.4%
CNH vs ACM
-47.1%
+66.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.4% |
| 7D | +8.8% | -0.3% | +9.1% | +8.9% |
| 30D | +24.7% | -12.9% | +37.6% | +28.8% |
| 3M | +27.3% | -6.4% | +33.7% | +29.2% |
| 6M | +23.2% | -29.2% | +52.4% | +31.8% |
| YTD | +48.9% | -29.9% | +78.9% | +59.1% |
| 1Y | +19.4% | -47.3% | +66.7% | +32.4% |
| All | +19.4% | -47.1% | +66.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling