+2,793.8%
ASX vs CL
+642.8%
+2,151.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.7% |
| 7D | -33.3% | +5.9% | -39.2% | -34.5% |
| 30D | -36.5% | +13.8% | -50.2% | -39.2% |
| 3M | -19.2% | +6.4% | -25.6% | -21.2% |
| 6M | -10.2% | +15.6% | -25.9% | -15.8% |
| YTD | +86.5% | +27.9% | +58.6% | +68.4% |
| 1Y | +89.6% | +31.4% | +58.2% | +69.3% |
| 3Y | +298.6% | +41.4% | +257.2% | +235.3% |
| 5Y | +414.3% | +42.8% | +371.5% | +324.9% |
| 10Y | +711.1% | +79.7% | +631.4% | +494.0% |
| All | +2,793.8% | +642.8% | +2,151.0% | +1,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling