+469.4%
ASX vs CL
+41.6%
+427.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +9.0% |
| 7D | -12.3% | +0.5% | -12.8% | -12.1% |
| 30D | -26.0% | +11.6% | -37.6% | -23.9% |
| 3M | -8.1% | +5.6% | -13.7% | -6.4% |
| 6M | +1.4% | +13.2% | -11.8% | +4.6% |
| YTD | +115.6% | +26.9% | +88.6% | +124.5% |
| 1Y | +128.0% | +27.3% | +100.7% | +137.6% |
| 3Y | +371.4% | +39.7% | +331.7% | +366.5% |
| 5Y | +469.4% | +41.3% | +428.1% | +456.4% |
| All | +469.4% | +41.6% | +427.8% | +456.4% |
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