+299.6%
ASX vs CFG
+171.1%
+128.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.1% | -17.6% | -19.5% |
| 7D | -33.3% | -2.2% | -31.1% | -32.5% |
| 30D | -36.5% | +0.4% | -36.9% | -36.3% |
| 3M | -19.2% | -12.6% | -6.6% | -14.8% |
| 6M | -10.2% | +0.6% | -10.8% | -10.5% |
| YTD | +86.5% | +12.4% | +74.0% | +77.3% |
| 1Y | +89.6% | +27.7% | +62.0% | +71.5% |
| All | +299.6% | +171.1% | +128.5% | +167.2% |
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