+985.8%
ASX vs CMI
+320.3%
+665.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | +12.4% | +0.5% | +11.9% | +12.2% |
| 30D | -19.8% | -14.0% | -5.8% | -11.4% |
| 3M | -10.3% | -28.1% | +17.8% | +10.0% |
| 6M | +1.2% | -35.8% | +37.1% | +33.7% |
| YTD | +123.0% | -10.5% | +133.5% | +143.5% |
| 1Y | +145.4% | -1.9% | +147.3% | +154.6% |
| 3Y | +368.6% | +121.0% | +247.6% | +208.3% |
| 5Y | +486.0% | +114.6% | +371.5% | +285.8% |
| All | +985.8% | +320.3% | +665.5% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling