+392.6%
ASX vs CFG
+180.9%
+211.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.3% |
| 30D | +2.0% | -3.8% | +5.8% | +3.5% |
| 3M | -1.3% | +11.5% | -12.8% | -5.3% |
| 6M | +71.4% | +19.2% | +52.2% | +60.1% |
| YTD | +135.3% | +23.7% | +111.6% | +115.8% |
| 1Y | +267.5% | +38.8% | +228.6% | +221.0% |
| All | +392.6% | +180.9% | +211.8% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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