+414.3%
ASX vs CMS
+36.2%
+378.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.3% | -20.8% |
| 7D | -33.3% | +1.7% | -35.0% | -33.1% |
| 30D | -36.5% | +8.6% | -45.1% | -35.8% |
| 3M | -19.2% | -0.5% | -18.7% | -19.0% |
| 6M | -10.2% | -4.2% | -6.1% | -10.3% |
| YTD | +86.5% | +3.4% | +83.0% | +86.5% |
| 1Y | +89.6% | +0.4% | +89.2% | +89.6% |
| 3Y | +298.6% | +38.2% | +260.4% | +283.3% |
| 5Y | +414.3% | +35.4% | +378.8% | +412.9% |
| All | +414.3% | +36.2% | +378.1% | +412.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling