+2,793.8%
ASX vs CMS
+467.8%
+2,326.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.3% | -20.6% |
| 7D | -33.3% | +1.7% | -35.0% | -33.6% |
| 30D | -36.5% | +8.6% | -45.1% | -38.2% |
| 3M | -19.2% | -0.5% | -18.7% | -19.4% |
| 6M | -10.2% | -4.2% | -6.1% | -10.0% |
| YTD | +86.5% | +3.4% | +83.0% | +82.2% |
| 1Y | +89.6% | +0.4% | +89.2% | +86.9% |
| 3Y | +298.6% | +38.2% | +260.4% | +246.8% |
| 5Y | +414.3% | +35.4% | +378.8% | +343.0% |
| 10Y | +711.1% | +131.7% | +579.4% | +463.9% |
| All | +2,793.8% | +467.8% | +2,326.0% | +979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling