+18.0%
CNH vs ACM
-11.5%
+29.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +9.3% |
| 7D | +8.6% | +6.9% | +1.7% | +6.6% |
| 30D | +12.6% | +19.1% | -6.5% | +7.7% |
| 3M | +17.5% | -6.9% | +24.4% | +20.0% |
| All | +18.0% | -11.5% | +29.5% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling