+748.4%
ASX vs CG
+290.3%
+458.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.7% |
| 7D | -19.9% | -1.2% | -18.7% | -19.2% |
| 30D | -30.9% | +5.0% | -35.9% | -32.2% |
| 3M | -15.1% | -18.2% | +3.1% | -8.1% |
| 6M | -6.5% | -20.7% | +14.2% | +2.2% |
| YTD | +98.4% | -31.4% | +129.9% | +127.7% |
| 1Y | +107.9% | -22.3% | +130.1% | +125.8% |
| 3Y | +325.3% | +50.2% | +275.1% | +236.5% |
| 5Y | +447.3% | -22.1% | +469.4% | +441.1% |
| All | +748.4% | +290.3% | +458.1% | +459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling