-14.9%
CNH vs ACM
-2.7%
-12.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -1.7% | +5.4% | -7.1% | -4.6% |
| 30D | -7.2% | +15.1% | -22.3% | -14.4% |
| 3M | +6.5% | -10.5% | +17.0% | +12.2% |
| 6M | +7.9% | -19.7% | +27.6% | +20.6% |
| YTD | +26.6% | -28.8% | +55.4% | +50.2% |
| 1Y | +13.8% | -47.9% | +61.6% | +66.3% |
| 3Y | +9.2% | -12.4% | +21.6% | +3.2% |
| All | -14.9% | -2.7% | -12.1% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling