+155.0%
ASX vs CMI
-2.5%
+157.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +4.8% |
| 7D | +0.8% | -1.8% | +2.6% | +3.4% |
| 30D | -20.4% | -12.2% | -8.2% | -10.2% |
| 3M | -2.1% | -26.5% | +24.4% | +27.0% |
| 6M | +8.2% | -33.6% | +41.8% | +51.5% |
| YTD | +137.3% | -8.3% | +145.6% | +167.4% |
| 1Y | +155.0% | -1.3% | +156.3% | +178.1% |
| All | +155.0% | -2.5% | +157.5% | +178.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling