-9.6%
CNH vs ACWI
+59.2%
-68.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | +4.5% | -0.2% | +4.7% | +4.9% |
| 30D | +7.6% | -3.3% | +10.9% | +12.1% |
| 3M | +17.0% | -3.4% | +20.4% | +21.9% |
| 6M | +12.9% | +0.8% | +12.1% | +11.7% |
| YTD | +34.3% | +10.7% | +23.6% | +18.2% |
| 1Y | +28.5% | +11.6% | +16.9% | +12.1% |
| 3Y | +31.9% | +73.4% | -41.5% | -34.0% |
| 5Y | -9.6% | +60.2% | -69.8% | -49.1% |
| All | -9.6% | +59.2% | -68.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling