+34.8%
CNH vs ACM
+128.8%
-94.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -1.7% | +5.4% | -7.1% | -4.6% |
| 30D | -7.2% | +15.1% | -22.3% | -14.4% |
| 3M | +6.5% | -10.5% | +17.0% | +11.8% |
| 6M | +7.9% | -19.7% | +27.6% | +19.5% |
| YTD | +26.6% | -28.8% | +55.4% | +48.6% |
| 1Y | +13.8% | -47.9% | +61.6% | +59.2% |
| 3Y | +9.2% | -12.4% | +21.6% | +10.6% |
| 5Y | -15.6% | +0.6% | -16.1% | -21.0% |
| 10Y | +119.2% | +161.3% | -42.1% | +19.1% |
| All | +34.8% | +128.8% | -94.0% | -25.2% |
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