-17.6%
CNH vs ACM
+1.1%
-18.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +3.0% | +5.6% | -2.6% | 0.0% |
| 30D | -0.6% | +20.8% | -21.4% | -10.6% |
| 3M | +14.6% | +11.4% | +3.2% | +7.3% |
| 6M | +11.8% | +0.9% | +10.8% | +9.5% |
| YTD | +30.4% | -24.8% | +55.2% | +50.2% |
| 1Y | +19.1% | -46.4% | +65.5% | +72.8% |
| 3Y | +30.2% | -9.2% | +39.4% | +21.3% |
| All | -17.6% | +1.1% | -18.7% | -32.7% |
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