+146.5%
ASX vs CNH
+15.2%
+131.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | -14.6% | +6.5% | -21.0% | -16.2% |
| 30D | -21.1% | -12.0% | -9.1% | -18.0% |
| 3M | -3.1% | +4.4% | -7.4% | -6.5% |
| 6M | +17.4% | +15.7% | +1.7% | +8.8% |
| YTD | +135.3% | +28.2% | +107.1% | +115.8% |
| 1Y | +146.5% | +14.8% | +131.7% | +130.5% |
| All | +146.5% | +15.2% | +131.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling