+414.3%
ASX vs CL
+43.3%
+370.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -33.3% | +5.9% | -39.2% | -32.2% |
| 30D | -36.5% | +13.8% | -50.2% | -34.4% |
| 3M | -19.2% | +6.4% | -25.6% | -17.5% |
| 6M | -10.2% | +15.6% | -25.9% | -7.1% |
| YTD | +86.5% | +27.9% | +58.6% | +94.6% |
| 1Y | +89.6% | +31.4% | +58.2% | +98.3% |
| 3Y | +298.6% | +41.4% | +257.2% | +295.2% |
| 5Y | +414.3% | +42.8% | +371.5% | +404.7% |
| All | +414.3% | +43.3% | +370.9% | +404.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling