+378.4%
ASX vs CG
+44.9%
+333.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.2% | -2.3% |
| 7D | +22.1% | -1.5% | +23.6% | +22.9% |
| 30D | -23.8% | +5.7% | -29.5% | -25.1% |
| 3M | -7.6% | -17.9% | +10.3% | -0.1% |
| 6M | +6.9% | -20.2% | +27.1% | +16.7% |
| YTD | +127.7% | -32.0% | +159.7% | +162.0% |
| 1Y | +144.5% | -27.0% | +171.5% | +172.4% |
| All | +378.4% | +44.9% | +333.5% | +288.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling