+887.2%
ASX vs CMS
+134.3%
+752.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.2% |
| 7D | -9.1% | +0.5% | -9.6% | -9.2% |
| 30D | -23.6% | +7.4% | -31.0% | -24.4% |
| 3M | -5.6% | +1.9% | -7.5% | -6.0% |
| 6M | +4.7% | -2.3% | +7.0% | +4.5% |
| YTD | +122.6% | +3.0% | +119.6% | +119.7% |
| 1Y | +133.0% | -2.8% | +135.8% | +132.4% |
| 3Y | +367.1% | +37.9% | +329.2% | +321.5% |
| 5Y | +504.7% | +34.0% | +470.8% | +441.6% |
| 10Y | +887.2% | +138.1% | +749.1% | +709.9% |
| All | +887.2% | +134.3% | +752.9% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling