+445.9%
ASX vs CMI
+156.7%
+289.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +5.9% | +6.0% |
| 7D | +6.3% | +1.9% | +4.4% | +5.0% |
| 30D | +6.4% | -12.5% | +18.9% | +16.3% |
| 3M | +13.1% | -16.2% | +29.4% | +27.9% |
| 6M | +90.3% | +4.9% | +85.4% | +90.7% |
| YTD | +149.6% | +11.1% | +138.5% | +138.3% |
| 1Y | +249.2% | +43.4% | +205.8% | +186.4% |
| 3Y | +445.9% | +154.1% | +291.8% | +242.3% |
| All | +445.9% | +156.7% | +289.2% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling