+415.3%
ASX vs CMS
+32.6%
+382.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.5% | +6.1% |
| 7D | -19.9% | -1.3% | -18.6% | -20.1% |
| 30D | -30.9% | +6.3% | -37.2% | -30.4% |
| 3M | -15.1% | -2.1% | -13.0% | -15.1% |
| 6M | -6.5% | -5.1% | -1.4% | -6.8% |
| YTD | +98.4% | +1.3% | +97.2% | +97.8% |
| 1Y | +107.9% | -1.4% | +109.3% | +107.2% |
| 3Y | +325.3% | +36.9% | +288.3% | +305.5% |
| All | +415.3% | +32.6% | +382.8% | +396.2% |
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