+125.7%
ASX vs CNH
+33.2%
+92.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.9% | -2.3% | +4.9% |
| 7D | -12.3% | +8.6% | -20.8% | -14.5% |
| 30D | -26.0% | +12.6% | -38.6% | -28.7% |
| 3M | -8.1% | +17.5% | -25.6% | -14.9% |
| 6M | +1.4% | +18.1% | -16.7% | -6.4% |
| YTD | +115.6% | +40.4% | +75.2% | +94.5% |
| All | +125.7% | +33.2% | +92.5% | +104.4% |
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