+415.3%
ASX vs CFG
+61.2%
+354.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.4% | +6.8% |
| 7D | -19.9% | -0.9% | -19.0% | -19.4% |
| 30D | -30.9% | +1.1% | -31.9% | -31.0% |
| 3M | -15.1% | -12.0% | -3.1% | -10.6% |
| 6M | -6.5% | -2.2% | -4.2% | -5.8% |
| YTD | +98.4% | +11.4% | +87.0% | +89.1% |
| 1Y | +107.9% | +27.8% | +80.0% | +87.3% |
| 3Y | +325.3% | +173.3% | +152.0% | +174.6% |
| All | +415.3% | +61.2% | +354.1% | +319.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling