+106.3%
CNH vs ACWI
+225.4%
-119.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.4% |
| 7D | +6.4% | +2.7% | +3.7% | +3.0% |
| 30D | -1.6% | -2.6% | +0.9% | +1.8% |
| 3M | +11.6% | -3.2% | +14.7% | +16.3% |
| 6M | +12.5% | +1.9% | +10.7% | +9.6% |
| YTD | +31.1% | +11.3% | +19.7% | +13.5% |
| 1Y | +17.0% | +11.7% | +5.3% | +0.9% |
| 3Y | +28.7% | +74.4% | -45.7% | -39.2% |
| 5Y | -17.4% | +59.5% | -76.9% | -55.4% |
| All | +106.3% | +225.4% | -119.1% | -55.4% |
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