+748.4%
ASX vs CNH
+116.5%
+631.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.7% | +5.3% |
| 7D | -19.9% | -1.7% | -18.2% | -19.1% |
| 30D | -30.9% | -7.2% | -23.7% | -28.9% |
| 3M | -15.1% | +6.5% | -21.6% | -18.5% |
| 6M | -6.5% | +7.9% | -14.3% | -10.9% |
| YTD | +98.4% | +26.6% | +71.8% | +76.0% |
| 1Y | +107.9% | +13.8% | +94.1% | +91.8% |
| 3Y | +325.3% | +9.2% | +316.1% | +285.0% |
| 5Y | +447.3% | -15.6% | +462.9% | +438.1% |
| All | +748.4% | +116.5% | +631.9% | +503.0% |
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