+3,552.3%
ASX vs CMI
+13,319.8%
-9,767.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +2.0% | -13.4% | +15.4% | +8.4% |
| 3M | -1.3% | -17.0% | +15.7% | +7.5% |
| 6M | +71.4% | -1.6% | +73.1% | +74.6% |
| YTD | +135.3% | +11.0% | +124.3% | +126.8% |
| 1Y | +267.5% | +41.9% | +225.6% | +219.6% |
| 3Y | +388.5% | +151.8% | +236.7% | +234.6% |
| 5Y | +417.1% | +163.6% | +253.5% | +245.8% |
| 10Y | +872.7% | +472.9% | +399.8% | +366.1% |
| All | +3,552.3% | +13,319.8% | -9,767.5% | +302.5% |
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 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