+748.4%
ASX vs CL
+74.1%
+674.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +6.6% |
| 7D | -19.9% | +1.3% | -21.3% | -20.0% |
| 30D | -30.9% | +11.4% | -42.2% | -31.9% |
| 3M | -15.1% | +4.4% | -19.5% | -15.7% |
| 6M | -6.5% | +10.8% | -17.3% | -8.5% |
| YTD | +98.4% | +25.1% | +73.3% | +89.1% |
| 1Y | +107.9% | +28.0% | +79.9% | +96.9% |
| 3Y | +325.3% | +37.6% | +287.7% | +279.8% |
| 5Y | +447.3% | +39.7% | +407.6% | +379.9% |
| All | +748.4% | +74.1% | +674.3% | +579.2% |
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