+479.4%
ASX vs CMI
+165.6%
+313.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.3% |
| 7D | +11.1% | +0.7% | +10.4% | +10.5% |
| 30D | +9.6% | -12.3% | +21.9% | +19.3% |
| 3M | +18.6% | -16.8% | +35.4% | +34.3% |
| 6M | +92.1% | +1.5% | +90.6% | +94.5% |
| YTD | +158.5% | +9.8% | +148.7% | +146.8% |
| 1Y | +271.9% | +42.6% | +229.3% | +202.4% |
| 3Y | +465.2% | +151.0% | +314.2% | +222.5% |
| 5Y | +479.4% | +167.0% | +312.4% | +197.5% |
| All | +479.4% | +165.6% | +313.8% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling