+486.8%
ASX vs CFG
+61.7%
+425.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.3% |
| 7D | +12.4% | +3.2% | +9.2% | +11.1% |
| 30D | -19.8% | +5.1% | -24.9% | -21.1% |
| 3M | -10.3% | -11.2% | +0.9% | -5.9% |
| 6M | +1.2% | +9.6% | -8.3% | -2.4% |
| YTD | +123.0% | +15.0% | +108.1% | +110.0% |
| 1Y | +145.4% | +29.9% | +115.6% | +120.0% |
| 3Y | +368.6% | +192.1% | +176.5% | +195.0% |
| All | +486.8% | +61.7% | +425.1% | +380.2% |
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