+414.3%
ASX vs CF
+125.5%
+288.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +6.2% | -26.9% | -20.9% |
| 7D | -33.3% | +0.4% | -33.7% | -33.3% |
| 30D | -36.5% | +2.2% | -38.7% | -36.6% |
| 3M | -19.2% | +2.1% | -21.3% | -19.4% |
| 6M | -10.2% | -6.5% | -3.7% | -10.2% |
| YTD | +86.5% | +55.6% | +30.9% | +71.4% |
| 1Y | +89.6% | +42.3% | +47.3% | +76.7% |
| 3Y | +298.6% | +55.7% | +242.9% | +258.6% |
| 5Y | +414.3% | +122.4% | +291.8% | +316.8% |
| All | +414.3% | +125.5% | +288.8% | +316.8% |
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