+68.0%
CNH vs ACM
+127.1%
-59.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.0% |
| 3M | +32.7% | -8.0% | +40.7% | +37.5% |
| 6M | +22.2% | -29.7% | +51.8% | +46.6% |
| YTD | +57.7% | -29.4% | +87.1% | +86.4% |
| 1Y | +28.0% | -46.4% | +74.4% | +76.1% |
| 3Y | +11.5% | -22.3% | +33.9% | +21.7% |
| 5Y | +11.9% | +4.5% | +7.4% | +2.4% |
| 10Y | +162.8% | +127.6% | +35.1% | +52.5% |
| All | +68.0% | +127.1% | -59.1% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling