+39.6%
CNH vs ACM
+140.3%
-100.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +6.4% | +5.1% | +1.3% | +3.6% |
| 30D | -1.6% | +18.7% | -20.3% | -10.6% |
| 3M | +11.6% | +15.5% | -3.9% | +2.3% |
| 6M | +12.5% | +1.2% | +11.3% | +10.0% |
| YTD | +31.1% | -25.2% | +56.3% | +49.8% |
| 1Y | +17.0% | -46.3% | +63.3% | +61.3% |
| 3Y | +28.7% | -9.6% | +38.3% | +28.3% |
| 5Y | -17.4% | +4.4% | -21.8% | -24.2% |
| 10Y | +105.0% | +129.3% | -24.3% | +18.1% |
| All | +39.6% | +140.3% | -100.7% | -24.6% |
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