+368.6%
ASX vs CG
+46.4%
+322.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.5% |
| 7D | +12.4% | +0.2% | +12.2% | +12.3% |
| 30D | -19.8% | +11.2% | -31.0% | -22.9% |
| 3M | -10.3% | -22.1% | +11.8% | -0.8% |
| 6M | +1.2% | -17.9% | +19.2% | +9.3% |
| YTD | +123.0% | -31.3% | +154.3% | +155.6% |
| 1Y | +145.4% | -24.0% | +169.4% | +168.5% |
| 3Y | +368.6% | +45.0% | +323.7% | +279.2% |
| All | +368.6% | +46.4% | +322.2% | +279.2% |
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