+842.6%
ASX vs CNH
+134.0%
+708.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.9% | -2.3% | +4.3% |
| 7D | -12.3% | +8.6% | -20.8% | -14.7% |
| 30D | -26.0% | +12.6% | -38.6% | -29.4% |
| 3M | -8.1% | +17.5% | -25.6% | -15.1% |
| 6M | +1.4% | +18.1% | -16.7% | -6.8% |
| YTD | +115.6% | +40.4% | +75.2% | +83.4% |
| 1Y | +128.0% | +34.0% | +94.0% | +97.1% |
| 3Y | +371.4% | +35.3% | +336.1% | +291.9% |
| 5Y | +469.4% | -5.1% | +474.5% | +434.5% |
| 10Y | +842.6% | +124.0% | +718.6% | +526.5% |
| All | +842.6% | +134.0% | +708.7% | +526.5% |
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 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