+1,007.5%
ASX vs CNH
+113.9%
+893.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +5.8% |
| 7D | +0.8% | +6.7% | -5.8% | -1.4% |
| 30D | -20.4% | +7.2% | -27.6% | -22.7% |
| 3M | -2.1% | +17.5% | -19.6% | -9.7% |
| 6M | +8.2% | +15.0% | -6.7% | +0.5% |
| YTD | +137.3% | +36.8% | +100.5% | +103.8% |
| 1Y | +155.0% | +27.6% | +127.4% | +124.7% |
| 3Y | +397.9% | +34.3% | +363.6% | +314.8% |
| 5Y | +529.2% | -12.2% | +541.5% | +508.7% |
| 10Y | +1,007.5% | +113.9% | +893.7% | +653.6% |
| All | +1,007.5% | +113.9% | +893.7% | +653.6% |
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