+299.6%
ASX vs CLF
-34.5%
+334.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -12.2% | -8.5% | -18.1% |
| 7D | -33.3% | -21.0% | -12.3% | -29.6% |
| 30D | -36.5% | -8.0% | -28.5% | -34.9% |
| 3M | -19.2% | -10.9% | -8.3% | -17.0% |
| 6M | -10.2% | +5.8% | -16.1% | -11.2% |
| YTD | +86.5% | -15.1% | +101.6% | +88.2% |
| 1Y | +89.6% | +7.2% | +82.4% | +82.8% |
| All | +299.6% | -34.5% | +334.1% | +300.7% |
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