+13.1%
CNH vs ACM
+5.0%
+8.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | +23.3% | -3.7% | +27.0% | +25.8% |
| 30D | +33.5% | -11.1% | +44.6% | +41.4% |
| 3M | +32.7% | -8.0% | +40.7% | +37.7% |
| 6M | +22.2% | -29.7% | +51.8% | +48.4% |
| YTD | +57.7% | -29.4% | +87.1% | +87.9% |
| 1Y | +28.0% | -46.4% | +74.4% | +81.7% |
| 3Y | +11.5% | -22.3% | +33.9% | +17.2% |
| All | +13.1% | +5.0% | +8.1% | -6.1% |
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