+31.2%
CNH vs ACWI
+264.6%
-233.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | +1.1% |
| 7D | -0.4% | -4.0% | +3.7% | +5.0% |
| 30D | -15.2% | -5.8% | -9.4% | -8.5% |
| 3M | +4.3% | -5.0% | +9.3% | +11.2% |
| 6M | +10.1% | +0.7% | +9.4% | +8.6% |
| YTD | +23.2% | +8.4% | +14.8% | +10.2% |
| 1Y | +8.5% | +10.1% | -1.6% | -5.0% |
| 3Y | +4.1% | +70.8% | -66.7% | -49.5% |
| 5Y | -17.8% | +55.4% | -73.2% | -54.2% |
| 10Y | +113.3% | +223.3% | -110.0% | -53.1% |
| All | +31.2% | +264.6% | -233.3% | -74.3% |
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