+68.0%
CNH vs ACWI
+287.2%
-219.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +23.3% | +0.5% | +22.8% | +22.5% |
| 30D | +33.5% | +0.9% | +32.6% | +31.9% |
| 3M | +32.7% | +2.4% | +30.3% | +28.5% |
| 6M | +22.2% | +12.4% | +9.8% | +4.8% |
| YTD | +57.7% | +15.2% | +42.5% | +30.8% |
| 1Y | +28.0% | +22.7% | +5.3% | -2.7% |
| 3Y | +11.5% | +75.8% | -64.2% | -47.6% |
| 5Y | +11.9% | +67.7% | -55.9% | -43.4% |
| 10Y | +162.8% | +229.0% | -66.2% | -43.3% |
| All | +68.0% | +287.2% | -219.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling