+432.3%
ASX vs CNH
+11.5%
+420.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.5% |
| 7D | -0.7% | +23.3% | -24.0% | -9.4% |
| 30D | +2.0% | +33.5% | -31.5% | -10.4% |
| 3M | -1.3% | +32.7% | -34.1% | -13.2% |
| 6M | +71.4% | +22.2% | +49.3% | +55.1% |
| YTD | +135.3% | +57.7% | +77.6% | +90.5% |
| 1Y | +267.5% | +28.0% | +239.5% | +224.0% |
| 3Y | +388.5% | +11.5% | +376.9% | +342.6% |
| All | +432.3% | +11.5% | +420.8% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling