+4,250.4%
ASX vs CF
+5,948.3%
-1,697.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.0% |
| 7D | -0.7% | +6.0% | -6.7% | -2.1% |
| 30D | +2.0% | +14.8% | -12.9% | -1.5% |
| 3M | -1.3% | +14.1% | -15.4% | -5.0% |
| 6M | +71.4% | +28.5% | +42.9% | +56.7% |
| YTD | +135.3% | +74.9% | +60.4% | +98.5% |
| 1Y | +267.5% | +61.7% | +205.8% | +214.8% |
| 3Y | +388.5% | +80.3% | +308.2% | +297.8% |
| 5Y | +417.1% | +226.0% | +191.1% | +244.3% |
| 10Y | +872.7% | +569.9% | +302.9% | +392.4% |
| All | +4,250.4% | +5,948.3% | -1,697.9% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling