+325.3%
ASX vs CLF
-33.4%
+358.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +6.1% |
| 7D | -19.9% | -19.6% | -0.3% | -15.8% |
| 30D | -30.9% | -5.0% | -25.9% | -29.7% |
| 3M | -15.1% | -6.3% | -8.8% | -13.7% |
| 6M | -6.5% | +2.8% | -9.3% | -7.0% |
| YTD | +98.4% | -13.7% | +112.1% | +99.6% |
| 1Y | +107.9% | +13.6% | +94.3% | +98.1% |
| 3Y | +325.3% | -34.0% | +359.3% | +325.0% |
| All | +325.3% | -33.4% | +358.7% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling