+3,354.6%
ASX vs CMI
+10,769.4%
-7,414.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.4% |
| 7D | -9.1% | -9.3% | +0.1% | -4.8% |
| 30D | -23.6% | -13.2% | -10.4% | -18.2% |
| 3M | -5.6% | -28.2% | +22.6% | +9.4% |
| 6M | +4.7% | -32.7% | +37.4% | +25.9% |
| YTD | +122.6% | -10.1% | +132.7% | +136.5% |
| 1Y | +133.0% | -4.9% | +137.9% | +141.8% |
| 3Y | +367.1% | +120.4% | +246.8% | +241.8% |
| 5Y | +504.7% | +114.3% | +390.5% | +345.5% |
| 10Y | +887.2% | +324.8% | +562.4% | +441.1% |
| All | +3,354.6% | +10,769.4% | -7,414.7% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling