+985.8%
ASX vs CMS
+140.2%
+845.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | +12.4% | +1.7% | +10.7% | +12.2% |
| 30D | -19.8% | +6.2% | -26.0% | -20.6% |
| 3M | -10.3% | +0.6% | -10.9% | -10.5% |
| 6M | +1.2% | -1.8% | +3.0% | +1.0% |
| YTD | +123.0% | +3.8% | +119.2% | +119.8% |
| 1Y | +145.4% | -1.8% | +147.2% | +144.4% |
| 3Y | +368.6% | +39.8% | +328.8% | +321.8% |
| 5Y | +486.0% | +37.1% | +448.9% | +421.9% |
| All | +985.8% | +140.2% | +845.5% | +794.5% |
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