+1,008.4%
ASX vs CNH
+107.0%
+901.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.1% | -2.4% |
| 7D | +22.1% | +6.4% | +15.7% | +19.2% |
| 30D | -23.8% | -1.6% | -22.1% | -23.3% |
| 3M | -7.6% | +11.6% | -19.2% | -12.9% |
| 6M | +6.9% | +12.5% | -5.6% | +0.1% |
| YTD | +127.7% | +31.1% | +96.6% | +99.0% |
| 1Y | +144.5% | +17.0% | +127.5% | +123.4% |
| 3Y | +377.8% | +28.7% | +349.1% | +305.0% |
| 5Y | +498.2% | -17.4% | +515.6% | +493.0% |
| All | +1,008.4% | +107.0% | +901.3% | +676.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling