+124.0%
CNH vs ACWI
+226.8%
-102.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +7.4% |
| 7D | +8.6% | +0.3% | +8.2% | +8.3% |
| 30D | +12.6% | -2.8% | +15.4% | +16.8% |
| 3M | +17.5% | -3.2% | +20.7% | +22.4% |
| 6M | +18.1% | +1.3% | +16.8% | +15.9% |
| YTD | +40.4% | +11.2% | +29.2% | +21.7% |
| 1Y | +34.0% | +13.8% | +20.2% | +12.7% |
| 3Y | +35.3% | +76.2% | -40.9% | -37.0% |
| 5Y | -5.1% | +59.5% | -64.6% | -48.8% |
| 10Y | +124.0% | +222.2% | -98.2% | -50.8% |
| All | +124.0% | +226.8% | -102.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling