+10.3%
CNH vs ACM
-21.7%
+32.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +23.3% | -3.7% | +27.0% | +25.2% |
| 30D | +33.5% | -11.1% | +44.6% | +39.9% |
| 3M | +32.7% | -8.0% | +40.7% | +36.9% |
| 6M | +22.2% | -29.7% | +51.8% | +42.9% |
| YTD | +57.7% | -29.4% | +87.1% | +81.5% |
| 1Y | +28.0% | -46.4% | +74.4% | +71.0% |
| All | +10.3% | -21.7% | +32.0% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling