+415.3%
ASX vs CF
+120.6%
+294.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.4% |
| 7D | -19.9% | -3.2% | -16.8% | -19.8% |
| 30D | -30.9% | +4.3% | -35.2% | -31.0% |
| 3M | -15.1% | +2.8% | -17.9% | -15.3% |
| 6M | -6.5% | +0.6% | -7.1% | -6.9% |
| YTD | +98.4% | +56.6% | +41.8% | +83.0% |
| 1Y | +107.9% | +49.6% | +58.2% | +92.9% |
| 3Y | +325.3% | +61.5% | +263.8% | +282.3% |
| All | +415.3% | +120.6% | +294.7% | +343.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling