+415.3%
ASX vs CG
-22.2%
+437.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.7% |
| 7D | -19.9% | -1.2% | -18.7% | -19.1% |
| 30D | -30.9% | +5.0% | -35.9% | -32.3% |
| 3M | -15.1% | -18.2% | +3.1% | -7.5% |
| 6M | -6.5% | -20.7% | +14.2% | +3.0% |
| YTD | +98.4% | -31.4% | +129.9% | +130.4% |
| 1Y | +107.9% | -22.3% | +130.1% | +127.0% |
| 3Y | +325.3% | +50.2% | +275.1% | +217.7% |
| All | +415.3% | -22.2% | +437.5% | +396.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling