+504.7%
ASX vs CNH
-9.2%
+514.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.6% | +5.0% |
| 7D | -9.1% | +4.5% | -13.7% | -10.5% |
| 30D | -23.6% | +7.6% | -31.2% | -25.9% |
| 3M | -5.6% | +17.0% | -22.6% | -13.1% |
| 6M | +4.7% | +12.9% | -8.2% | -2.5% |
| YTD | +122.6% | +34.3% | +88.3% | +90.9% |
| 1Y | +133.0% | +28.5% | +104.5% | +102.9% |
| 3Y | +367.1% | +31.9% | +335.3% | +282.5% |
| 5Y | +504.7% | -9.6% | +514.3% | +474.4% |
| All | +504.7% | -9.2% | +514.0% | +474.4% |
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 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