+523.5%
ASX vs CG
-18.4%
+541.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.2% |
| 7D | +0.8% | -3.8% | +4.6% | +3.2% |
| 30D | -20.4% | +7.5% | -27.9% | -22.8% |
| 3M | -2.1% | -14.4% | +12.2% | +4.4% |
| 6M | +8.2% | -15.7% | +23.9% | +16.0% |
| YTD | +137.3% | -29.0% | +166.2% | +171.2% |
| 1Y | +155.0% | -22.1% | +177.1% | +178.6% |
| 3Y | +397.9% | +49.1% | +348.8% | +274.3% |
| All | +523.5% | -18.4% | +541.9% | +497.0% |
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