+861.6%
ASX vs CL
+50.5%
+811.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | +2.0% | -4.8% | +6.8% | +2.6% |
| 3M | -1.3% | +4.9% | -6.2% | -2.9% |
| 6M | +71.4% | -5.7% | +77.2% | +72.1% |
| YTD | +135.3% | +14.4% | +120.9% | +126.8% |
| 1Y | +267.5% | +8.7% | +258.7% | +257.3% |
| 3Y | +388.5% | +30.0% | +358.5% | +335.5% |
| 5Y | +417.1% | +28.4% | +388.7% | +357.2% |
| All | +861.6% | +50.5% | +811.1% | +697.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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