+486.8%
ASX vs CAG
-41.0%
+527.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -1.7% |
| 7D | +12.4% | -3.3% | +15.7% | +11.4% |
| 30D | -19.8% | +7.7% | -27.5% | -17.7% |
| 3M | -10.3% | -3.2% | -7.1% | -9.7% |
| 6M | +1.2% | +7.0% | -5.7% | +4.9% |
| YTD | +123.0% | -9.0% | +132.0% | +128.6% |
| 1Y | +145.4% | -9.6% | +155.0% | +151.4% |
| 3Y | +368.6% | -36.0% | +404.6% | +367.0% |
| All | +486.8% | -41.0% | +527.8% | +502.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling