+325.3%
ASX vs CNH
+7.0%
+318.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.7% | +5.5% |
| 7D | -19.9% | -1.7% | -18.2% | -19.2% |
| 30D | -30.9% | -7.2% | -23.7% | -29.2% |
| 3M | -15.1% | +6.5% | -21.6% | -18.2% |
| 6M | -6.5% | +7.9% | -14.3% | -10.5% |
| YTD | +98.4% | +26.6% | +71.8% | +78.8% |
| 1Y | +107.9% | +13.8% | +94.1% | +93.8% |
| 3Y | +325.3% | +9.2% | +316.1% | +291.2% |
| All | +325.3% | +7.0% | +318.3% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling