+1,008.4%
ASX vs CAG
-38.0%
+1,046.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -4.1% |
| 7D | +22.1% | -6.2% | +28.3% | +21.7% |
| 30D | -23.8% | +7.4% | -31.2% | -23.5% |
| 3M | -7.6% | -1.6% | -6.0% | -7.5% |
| 6M | +6.9% | +6.3% | +0.6% | +7.2% |
| YTD | +127.7% | -10.1% | +137.8% | +129.7% |
| 1Y | +144.5% | -10.2% | +154.8% | +146.7% |
| 3Y | +377.8% | -37.3% | +415.1% | +388.6% |
| 5Y | +498.2% | -41.6% | +539.8% | +513.3% |
| All | +1,008.4% | -38.0% | +1,046.4% | +982.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling