+392.6%
ASX vs CF
+73.9%
+318.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.1% |
| 7D | -0.7% | +6.0% | -6.7% | -0.5% |
| 30D | +2.0% | +14.8% | -12.9% | +2.6% |
| 3M | -1.3% | +14.1% | -15.4% | -0.9% |
| 6M | +71.4% | +28.5% | +42.9% | +67.9% |
| YTD | +135.3% | +74.9% | +60.4% | +120.8% |
| 1Y | +267.5% | +61.7% | +205.8% | +248.0% |
| All | +392.6% | +73.9% | +318.7% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling