+28.0%
CNH vs AU
+100.5%
-72.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.5% |
| 7D | +23.3% | -3.6% | +26.9% | +24.0% |
| 30D | +33.5% | +23.9% | +9.6% | +28.3% |
| 3M | +32.7% | +19.1% | +13.6% | +28.0% |
| 6M | +22.2% | -0.2% | +22.3% | +19.2% |
| YTD | +57.7% | +32.5% | +25.2% | +49.9% |
| 1Y | +28.0% | +96.9% | -69.0% | +19.8% |
| All | +28.0% | +100.5% | -72.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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