+68.0%
CNH vs AMCR
+61.4%
+6.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | -1.9% | +25.2% | +24.5% |
| 30D | +33.5% | -4.1% | +37.5% | +36.4% |
| 3M | +32.7% | +21.7% | +11.0% | +20.5% |
| 6M | +22.2% | +1.5% | +20.7% | +21.2% |
| YTD | +57.7% | +13.1% | +44.6% | +48.2% |
| 1Y | +28.0% | +16.5% | +11.5% | +18.2% |
| 3Y | +11.5% | +10.3% | +1.3% | +5.5% |
| 5Y | +11.9% | -7.7% | +19.5% | +14.1% |
| 10Y | +162.8% | +24.6% | +138.2% | +131.4% |
| All | +68.0% | +61.4% | +6.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling